[R] simulating stable VAR process
statquant2
statquant at gmail.com
Wed Jan 4 14:08:29 CET 2012
Hello all,
I looking at package dse or vars or mAr
I know how to simulate a VAR(p) process, my problem is that most of those
processes are unstable (not weakly stationary).
Do anybody know how to generate a random VAR (or VARMA even better) process
that is weakly stationary?
Thanks
--
View this message in context: http://r.789695.n4.nabble.com/simulating-stable-VAR-process-tp4261177p4261177.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list