[R] ARIMA question

otunno at clemson.edu otunno at clemson.edu
Mon Feb 23 20:03:07 CET 2009

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

Please reply when you get a free moment.

Thanks! Ferebee T.

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