Hi, I try to make a multivariate ARMA analysis. Function arima (from ts packages only accept univariate argument.
Does an R function exist for multivariate analysis ?
Thanks Vincent Spiesser
The dse bundle on CRAN has functions for VARX multivariate time series models.
Cheers
Jason
-- Indigo Industrial Controls Ltd. http://www.indigoindustrial.co.nz 64-21-343-545 [EMAIL PROTECTED]
______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
