Try the vars package from Bernhard Pfaff.

On Thu, Jun 18, 2009 at 9:41 AM, Rohit Garg <rohitgar@andrew.cmu.edu> wrote:

> 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
>
> _______________________________________________
> R-SIG-Finance@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

	[[alternative HTML version deleted]]

