Hello to everyone, thank you for your answers, you are all very kind!
I'll have a look to the package you advised me.
Paul, I saw dse package, but I didn't understand how to use it..
For example, I have 2 sales series:
item_1 item_2 price_item1 price_item2
0 0 26,49 49,99
0 1 26,49 49,99
0 1 26,49 49,99
3 0 26,49 49,99
2 0 26,49 49,99
1 1 26,49 49,99
... ... ... ....
What function can I use to have the model specified? And how can I insert
the price as regressors?
(I'm looking for a function like arimaId)
Thank you very much
Giusy
Paul Gilbert wrote:
>
> Package dse does do linear, multivariate time series with multivariate
> exogenous inputs, using VAR, multivariate ARMA, and state-space models,
> just like you are describing. You can specify the model or have it
> automatically determined. Perhaps you could give a few more details
> about what you are looking for. (I assume you have looked at the dse
> Users Guide distributed with the bundle, or some of the help, for
> example ?estVARXls, ?bft, and ?forecast. Sections 6 and 7 of the guide
> are about the prediction problem, very much like you describe.)
>
> Paul
>
> Giusy wrote:
>> Hello to everyone!
>> I have a question for you..I need to predict multivariate time series,
>> for
>> example sales of 2 products related one to the other, having the 2 prices
>> like inputs..
>> Is there in R a function to do it? I saw dse package but I didn't find
>> what
>> a I'm looking for..
>> Could anyone help me?
>> Thank you very much
>> Giusy
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