Hi everyone!I am trying to make some synthetic data using two AR(1) models,
but I am having some troubles.I want to make data from:x_t = \alpha x_{t-1}
+ a_{1t}y_t = \beta y_{t-1} + \gamma a_{1t} + \sqrt{1-\gamma^2} a_{2t}But I
don't know how to set a fixed error term in the arima.sim()
function...Thanks!-Chris



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