Hello - This might give you some ideas: Taken from http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_varmax_sect003.htm: The following IML procedure statements simulate a bivariate vector time series from this model to provide test data for the VARMAX procedure:    proc iml;       sig = {1.0  0.5, 0.5 1.25};       phi = {1.2 -0.5, 0.6 0.3};       /* simulate the vector time series */       call varmasim(y,phi) sigma = sig n = 100 seed = 34657;       cn = {'y1' 'y2'};       create simul1 from y[colname=cn];       append from y;    quit; Thanks, ... View more