thr3ads.net - R help - [R] how to simulate seasonal cointegrated series [Jan 2008]

If this information is useful, please help other people find it:
Share via:

tom soyer

2008-Jan-29 02:36 UTC

Hi,

does anyone know how to simulate two seasonal data series that are
cointegrated?

Thanks!

-- 
Tom

	[[alternative HTML version deleted]]

R help - Jan 2008 - how to simulate seasonal cointegrated series