[R] FW: Multivariate ARIMA Question....

Thomas Lofaro Thomas.Lofaro at SurveySampling.com
Fri Feb 12 19:12:37 CET 2016


Hi, sorry, I will try to make this short. Essentially, what I am trying to do is run a multivariate ARIMA model predicting one variable with another.  However, the only R packages I have found to accommodate such an analysis are ARIMAX and VAR.  Unfortunately, there don’t seem to be any good tutorials or demonstrations of how to actually perform this analysis in practice, on my two columns of data.  I was wondering if anyone knew of a resource that might help (or one that provided an example of r code to accomplish this).  Thanks sooo much!



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