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