[R] multivariate ARMA analysis with R

Vincent Spiesser Vincent.Spiesser at univ-tlse1.fr
Thu Oct 23 11:04:31 CEST 2003


Hi,
I try to make a multivariate ARMA analysis.
Function arima (from ts packages only accept univariate argument.

Does an R function exist for multivariate analysis ?

Thanks
Vincent Spiesser




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