Hello - How do I simulate multivariate ARIMA data?
I am familiar with the "arima.sim" function, which I have used several times to generate univariate data, but when I type "help(arima.sim)", the information I get back reveals nothing about possible multivariate options. Please reply when you get a free moment. Thanks! Ferebee T. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
