[R] help on ARIMA

Paul Gilbert pgilbert at bank-banque-canada.ca
Wed Apr 12 22:22:17 CEST 2006

Pradeep Gunda wrote:
> I am using R for prediction. I want to use VARIMA. I could not not
> find any package which would provide multivariate ARIMA that is
> VARIMA. I looked at the list of CRAN packages and found  DSE package
> and also fracdiff package but they do not contain VARIMA modeling
> function.
> DSE had only VAR models but not VARIMA. 

Not true.  The ARMA models in dse are multivariate, they are just not 
called VARIMA.

Could anybody inform me the
> package and funcitons I need not use.
> Thanks,
> Pradeep
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La version française suit le texte anglais.


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