Im trying to perform an autoregressive spectral analysis to a multivariate time series in order to analyse cross spectrum.
The multivariate case is not yet implemented; i would like to know if there are some package or add-on that allows to perform spec.ar analysis on multivariate time series data sets Sincerely, H. [[alternative HTML version deleted]] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help