Simulate arima cross-correlated time series

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Chafika
Chafika on 25 Jul 2019
Commented: Dheeraj Singh on 19 Aug 2019
Hi,
I have 10 time-series and I want to simulate N paths of each.
I modeled each time series as an arima model. Now, how can I simulate those paths taking into consideration the fact that there is cross-correlation between time series?
Thank you.

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