[R] Time series ARIMAX and multivariate models

nhy303@abdn.ac.uk nhy303 at abdn.ac.uk
Thu Sep 8 13:33:19 CEST 2005

Dear List,

The purpose of this e-mail is to ask about R time series procedures - as a
biologist with only basic time series knowledge and about a year's
experience in R.

I have been using ARIMAX models with seasonal components on seasonal data.
 However I am now moving on to annual data (with only 34 time points) and
understand that ARIMA is not suitable for these shorter time periods -
does R have other, more robust, methods?

I have tried looking through the R help pages & documentation for packages
but am unsure what model type is suitable.

Secondly, I wish to start building multivariate time series models in R to
look at how fish condition (for several sizes of fish) is affected by
environmental factors and numbers of prey.  It would be great if someone
could suggest what R packages/documentation would be useful to research?



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