R help - Oct 2003 - multivariate ARMA analysis with R

Hi,
I try to make a multivariate ARMA analysis.
Function arima (from ts packages only accept univariate argument.

Does an R function exist for multivariate analysis ?

Thanks
Vincent Spiesser

Look in package bundle DSE for multiple ARMA processes.

(I would say multivariate and multiple time series are different things, 
but guess multiple is what you want.)


On Thu, 23 Oct 2003, Vincent Spiesser wrote:
> Hi,
> I try to make a multivariate ARMA analysis.
> Function arima (from ts packages only accept univariate argument.
> 
> Does an R function exist for multivariate analysis ?
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

Vincent Spiesser wrote:
> Hi,
> I try to make a multivariate ARMA analysis.
> Function arima (from ts packages only accept univariate argument.
> 
> Does an R function exist for multivariate analysis ?
> 
> Thanks
> Vincent Spiesser
> 
The dse bundle on CRAN has functions for VARX multivariate time series 
models.

Cheers

Jason

-- 
Indigo Industrial Controls Ltd.
http://www.indigoindustrial.co.nz
64-21-343-545
jasont at indigoindustrial.co.nz