 

Hi Everyone!

I do some forecasts for my job and recently have started to realize that
I may be able to make better forecasts if I look at multivariate
analysis rather than fit several univariate models. Unfortunately in
undergrad I only took one course in univarate analysis.

I was wondering what some good books are on the subject of multivariate
time series analysis? Especially any that use R over other languages.

Thanks,

-Max

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