[R] ARIMA question

2009-02-23 Thread otunno
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

Re: [R] ARIMA question

2009-02-23 Thread Giovanni Petris
Date: Mon, 23 Feb 2009 14:03:07 -0500 (EST) From: otu...@clemson.edu Sender: r-help-boun...@r-project.org Importance: Normal Precedence: list User-Agent: SquirrelMail/1.4.13 Hello - How do I simulate multivariate ARIMA data? You can use package dlm. There is a function --