[R] multivariate ARMA analysis with R

[Prof Brian Ripley]

Look in package bundle DSE for multiple ARMA processes.

(I would say multivariate and multiple time series are different things, 
but guess multiple is what you want.)


On Thu, 23 Oct 2003, Vincent Spiesser wrote:

> 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 ?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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