[R] periodogram smoothing question

Hello - I am currently simulating bivariate AR(1) time series data and have the following line in my code: Px=spec.pgram(ts.union(X,XX),spans=c(?,?)) The spans option is where I enter in the vector containing the Daniell smoother numbers, but I don't know what a Daniell smoother is (hence the qu

[R] 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 ge

[R] question on FARIMA innovations

Hello everyone - I am currently modeling some data with ARIMA(p,d,q), and have successfully used the "fracdiff" package to obtain estimates for d and the ARMA parameters. However, I don't know how to get fracdiff to obtain innovations for me. Can fracdiff even do this? Can any other package? Plea