[R] multivariate time series

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Fri Apr 18 09:40:10 CEST 2008


Hello Erin,

have you considered the package bundle "dse" on CRAN?


Best,
Bernhard

>
>Dear R People:
>
>I was looking to see if there are any functions for Vector 
>ARMA modeling.
>
>I found Vector AR(p) but no Vector ARMAs.
>
>Thanks,
>Erin
>
>
>-- 
>Erin Hodgess
>Associate Professor
>Department of Computer and Mathematical Sciences
>University of Houston - Downtown
>mailto: erinm.hodgess at gmail.com
>
>______________________________________________
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>PLEASE do read the posting guide 
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
>
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