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. Could anybody inform me the package and funcitons I need not use.
Thanks, Pradeep ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
