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 > > ______________________________________________ > [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 ==================================================================================== La version française suit le texte anglais. ------------------------------------------------------------------------------------ This email may contain privileged and/or confidential inform...{{dropped}} ______________________________________________ [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
