[R] multivariate ARMA analysis with R

[Jason Turner]

Vincent Spiesser wrote:

> 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

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