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See also: Time series in ModelRisk, Vose Multivariate Time Series window
VoseTimeMultiGBM({Means},{CovMatrix},LogReturn,{LastValues},Data_in_rows)
Array function that simulates from a Multivariate Geometric Brownian Motion time series model.
{Means} - Array of mean values for each marginal Normal distribution.
{CovMatrix} - covariance matrix.
LogReturn - Optional parameter specifying whether to return the actual time series (FALSE, default) or the log returns.
{LastValues} - array of last known historic values to start forecast from.
Data_in_rows - optional parameter that specifies if the data is in rows (TRUE) or columns (FALSE, default).
VoseTimeMultiGBM - generates an array of random values from this time series.
VoseTimeMultiGBM - creates an object for this time series.
VoseTimeMultiGBMFit - generates an array with random values from this time series fitted to data.
VoseTimeMultiGBMFitObject - creates an Object for this time series fitted to data.