[R] generate the time series data

[Wang Xian]

I want to generate a bivariate time series data with given joint 
distribution. Let's say
Yt = A + B*Yt-1 + Vt,
where Yt = (Y1t,Y2t)'. The dependence between Y1t and Y2t is measured by a 
given copula function. I.e., C(F(Y1t), G(Y2t)) = H(Y1t,Y2t), where  C is a 
copula function, F and G are the marginal functions of Y1t and Y2t and H is 
the joint distribution of Y1t and Y2t.
How to generate Yt?
Thanks for help. 

Xian

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