Pradeep Gunda wrote:> I am using R for prediction. I want to use VARIMA. I could not not
> find any package which would provide multivariate ARIMA that is
> VARIMA. I looked at the list of CRAN packages and found DSE package
> and also fracdiff package but they do not contain VARIMA modeling
> function.
> DSE had only VAR models but not VARIMA.
Not true. The ARMA models in dse are multivariate, they are just not
called VARIMA.
Could anybody inform me the> package and funcitons I need not use.
>
> Thanks,
> Pradeep
>
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