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
Date: Mon, 23 Feb 2009 14:03:07 -0500 (EST)
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Hello -
How do I simulate multivariate ARIMA data?
You can use package dlm. There is a function --
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