Vector ARIMA

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Article #145

#145

From: Roger Brown
Date: Tue, 04 Aug 1992 21:48

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Years ago I worked with a program that did vector ARIMA modeling, I think
called the
Wisconsin Time Series Analysis Program. I have a need to model multiple time
series 
functions and I think this approach will work for me. Does anyone remember this
package,
or any newer packages or routines that will do vector ARIMA modeling? I have
been snooping
around our Stats Dept here in Wisconsin, but have had no luck so far. Anyone
help me out?

Thanks.

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Path: arc1-ca.pugleaf.net!sparky!uunet!olivea!decwrl!sdd.hp.com!uakari.primate.wisc.edu!zazen!psl.wisc.edu!news
From: rbrown@maddog.fammed.wisc.edu (Roger Brown)
Newsgroups: sci.math.stat
Subject: Vector ARIMA
Message-ID: <1992Aug4.214830.5861@pslu1.psl.wisc.edu>
Date: 4 Aug 92 21:48:30 GMT
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Organization: UW-Dept of Family Medicine/School of Nursing
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