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

[Jeff Ryan]

Take a look at the task views:

http://cran.r-project.org/web/views/TimeSeries.html
http://cran.r-project.org/web/views/Econometrics.html
http://cran.r-project.org/web/views/Finance.html

HTH
Jeff


On Fri, Oct 9, 2009 at 12:48 PM, Brian G. Peterson <brian at braverock.com> wrote:
> 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
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com