[R-SIG-Finance] Simulating VAR model (re-post)

[Ron_M]

Thanks for this mail. In the documentation of ?ARMA following definition for
"TREND" is given :

"The name of last term, ‘TREND’, is misleading. If it is NULL
     it is treated as zero. If it is a p-vector, then this constant
     vector is added to the the p-vector ‘y(t)’ at each period. For
     a stable model this would give the none zero mean, and might more
     appropriately be called the constant or intercept rather than
     trend. If the model is for differenced data, then this mean is the
     trend of the undifferenced model. The more general case is when
     ‘TREND’ is a time series matrix of the same dimension as
     ‘y’. In this case it is added to ‘y’. This allows for a
     very general deterministic component, which may or may not be a
     traditional trend."

>From this write-up what I understood is I can treat the constant_term as
trend. Or I messed-up?

Thanks,
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