Dear Sirs:
I am trying to simulate a ARMA multivariate model using
AR<-array(c(1,0.5,0,0.1,0,0.4,1,0.8),c(2,2,2))
mod<- ARMA(A=AR, B=diag(1,2),C=NULL)
y<-simulate(mod,sampleT=100)
in the package dse1, but how can I specify the covariance matrix for the
noise of the model? and does the above procedure use Gaussian white noise??
Thank you
Hanwen Zhang
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