Message-ID: <2872.130.127.186.171.1235415787.squirrel@wm.clemson.edu>
Date: 2009-02-23T19:03:07Z
From: otunno at clemson.edu
Subject: ARIMA question
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.