[R] Multivariate ARMA Model

[Hagen Schmöller]

Hi R-Community,

so far I dealt with univariate processes and used the function "arima" to
estimate an ARMA(1,1)-model. For multivariate processes there are the
functions "estVARXar" and "estVARXls" from package "DSE". But how can I
estimate an VARMA(1,1)-model, or even better determine the orders and
estimate the parameters?

Much thanks in advance,

Hagen Schmoeller
--
Dipl.-Ing. Hagen K. Schmöller
Leiter Forschungsgruppe Stromerzeugung und -handel
Institut für Elektrische Anlagen und Energiewirtschaft, RWTH Aachen
Schinkelstraße 6, D-52056 Aachen, Germany
Tel.: +49 (0)241 80-96734
Fax : +49 (0)241 80-92197
Hagen.Schmoeller at iaew.rwth-aachen.de