Dear Sirs: I am trying to simulate a ARMA multivariate model using AR<-array(c(1,0.5,0,0.1,0,0.4,1,0.8),c(2,2,2)) mod<- ARMA(A=AR, B=diag(1,2),C=NULL) y<-simulate(mod,sampleT=100) in the package dse1, but how can I specify the covariance matrix for the noise of the model? and does the above procedure use Gaussian white noise?? Thank you Hanwen Zhang --------------------------------- [[alternative HTML version deleted]]