[R] Time series ARIMAX and multivariate models

Spencer Graves spencer.graves at pdf.com
Sun Sep 11 01:56:38 CEST 2005

	  If you have not received an adequate reply to this and would still 
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small self-contained example that someone can copy from your email, 
paste into R, and try some alternatives in a minute or two.  R has many 
capabililities for time series.  A more specific question might produce 
more useful replies.  The posting guide 
(http://www.R-project.org/posting-guide.html) might help increase the 
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	  Good Luck,  	
	  Spencer Graves

nhy303 at abdn.ac.uk wrote:

> 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?
> Thankyou,
> Lillian.
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> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Spencer Graves, PhD
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