How to do multiple time series modelling in R?
Take a look at the task views: http://cran.r-project.org/web/views/TimeSeries.html http://cran.r-project.org/web/views/Econometrics.html http://cran.r-project.org/web/views/Finance.html HTH Jeff
On Fri, Oct 9, 2009 at 12:48 PM, Brian G. Peterson <brian at braverock.com> wrote:
FMH wrote:
Dear All, I am planning to use multiple time series modelling on data series from several groups. Is there any package that can be used to do this operation, and i really appreciate for any suggestion/advice on this matter.
Your question is so general it is hard to figure out what you want to do. You may want to start with Brian Everitt's book "An R and S-Plus Companion to Multivariate Analysis" and then maybe move on to Ruppert or Shumway and Stoffer. Regards, ?- Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
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Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com