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

[Charles Evans]

On 09 Oct 2009, at 16:24, markleeds at verizon.net wrote:

> some books specifically for multiple time series that weren't  
> mentioned I don't think:
>
> Eric Zivot's : S+Finmetrics
> Enders: ( forget title ).

_Applied Econometric Time Series_

You can get an international edition from a seller at AbeBooks.com.

> Lutkepohl:  An Introduction to Multiple Time Series Analysis
>
> The first two are more introductory compared to Lutkepohl. His book  
> is like Hamilton but totally focuses on VARS.