@article{10902/10853,
year = {2015},
url = {http://hdl.handle.net/10902/10853},
abstract = {In this note, we show how specify cointegrated vector autoregressive-moving average models and how they can be used to generate cointegrated time series.},
publisher = {Taylor and Francis Inc.},
publisher = {Communications in Statistics- Simulation and Computation, 2015,  44(1), 66-70},
title = {Cointegrated VARIMA Models: specification and simulation},
author = {Gallego Gómez, José Luis and Díaz Vela, Carlos},
}