[R] help on ARIMA

I am using R for prediction. I want to use VARIMA. I could not not find any package which would provide multivariate ARIMA that is VARIMA. I looked at the list of CRAN packages and found DSE package and also fracdiff package but they do not contain VARIMA modeling function. DSE had only VAR models

[R] Query on multivariate time series

Hi, Could anyone inform how to perform multi-variate auto regression using the past 't' values for regression in R. I have looked at ARMA provided by DES library and mvr provided by PLS library but could not match them to my requirements. Specifically, I want the following Say I have attributes

[R] doubt on periodogram

hi all, I am using the periodogram function provided by the "GeneTS" library in R. The periodogram function takes a time-series as input and returns a spec(a vector of values) and their frequencies. My requirement is, I have to loop through the values in this spec and then remove some of these, d