Vector ARIMA

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1 total messages Started by Roger Brown Tue, 04 Aug 1992 21:48

#145

Author: 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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