[R-SIG-Finance] How to do multiple time series modelling in R?

[Brian G. Peterson]

FMH wrote:
> Dear All,
>
> I am planning to use multiple time series modelling on data series from several groups.
>
> Is there any package that can be used to do this operation, and i really appreciate for any suggestion/advice on this matter.
>   
Your question is so general it is hard to figure out what you want to do.

You may want to start with Brian Everitt's book "An R and S-Plus 
Companion to Multivariate Analysis" and then maybe move on to Ruppert or 
Shumway and Stoffer.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock