[R] FW: Multivariate ARIMA

Paul Gilbert pgilbert902 at gmail.com
Tue Feb 16 00:27:03 CET 2016

See also package dse.  There are examples in the guide: 


On 02/14/2016 06:00 AM, r-help-request at r-project.org wrote:
> Date: Fri, 12 Feb 2016 18:12:37 +0000 From: Thomas
> Lofaro<Thomas.Lofaro at SurveySampling.com> To:"r-help at R-project.org"
> <r-help at R-project.org> Subject: [R] FW: Multivariate ARIMA
> Question.... Message-ID:
> <BN4PR07MB22103CC8EB3FF13CCDF00D4D93A90 at BN4PR07MB2210.namprd07.prod.outlook.com>
>  Content-Type: text/plain; charset="UTF-8"
> Hi, sorry, I will try to make this short. Essentially, what I am
> trying to do is run a multivariate ARIMA model predicting one
> variable with another.  However, the only R packages I have found to
> accommodate such an analysis are ARIMAX and VAR.  Unfortunately,
> there don?t seem to be any good tutorials or demonstrations of how to
> actually perform this analysis in practice, on my two columns of
> data.  I was wondering if anyone knew of a resource that might help
> (or one that provided an example of r code to accomplish this).
> Thanks sooo much!

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