[R] Multivariate time series

Giovanni Petris GPetris at uark.edu
Mon Nov 12 23:19:00 CET 2007


Giusy,

There is also a package "dlm" that may be useful, but you need to
specify the model you want to use. 

Giovanni

> Date: Sun, 11 Nov 2007 08:40:42 -0800 (PST)
> From: Giusy <giemme81 at libero.it>
> Sender: r-help-bounces at r-project.org
> Precedence: list
> 
> 
> Hello to everyone!
> I have a question for you..I need to predict multivariate time series, for
> example sales of 2 products related one to the other, having the 2 prices
> like inputs..
> Is there in R a function to do it? I saw dse package but I didn't find what
> a I'm looking for..
> Could anyone help me?
> Thank you very much
> Giusy
> -- 
> View this message in context: http://www.nabble.com/Multivariate-time-series-tf4786472.html#a13693139
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-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/



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