[R-SIG-Finance] Least Square estimate of Multi-variate time series data

Rohit Garg rohitgar at andrew.cmu.edu
Thu Jun 18 16:41:07 CEST 2009


Hi All,

Which package do I need to use if I am handling multi-variate time series
data? More specifically, I want to find the least square estimate of
multi-variate time series.

Thank you for your time and help.
Regards,
Rohit



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