I have a multivariate time series and I would like to build a forecasting
model with both AR and MA terms, I think that this is possible in R. I have
looked at the vars package and it looks like it is possible to estimate MA
terms using the Phi and Psi functions but I am not sure how to incorporate
the estimated terms into a forecasting model. I have also looked at the dse
package, but have not been able to determine how to estimate a VARMA from
the documentation, any direction on which packages to use for VARMA would be
appreciated.

thanks,

Spencer

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