Hi Paul, Thanks so much for reaching out.
I read through the link but I am not having any luck. It seems the first part of the link refers to a single variable ARIMA model with no exogenous variable. Then the link starts discussing forecasting. Anyway, I have two columns of data in my matrix (each row represents a new month). I want column A to predict Column B, where I can adjust the lag to be say 1,2, or 6 months. Is there any example R code that accomplishes this that you know of? Apologies for my lack of proficiency in the program. -----Original Message----- From: Paul Gilbert [mailto:pgilbert...@gmail.com] Sent: Monday, February 15, 2016 6:27 PM To: Thomas Lofaro Cc: r-help@r-project.org Subject: Re: [R] FW: Multivariate ARIMA See also package dse. There are examples in the guide: http://cran.at.r-project.org/web/packages/dse/vignettes/Guide.pdf Paul On 02/14/2016 06:00 AM, r-help-requ...@r-project.org wrote: > Date: Fri, 12 Feb 2016 18:12:37 +0000 From: Thomas > Lofaro<thomas.lof...@surveysampling.com> To:"r-help@R-project.org" > <r-help@R-project.org> Subject: [R] FW: Multivariate ARIMA > Question.... Message-ID: > <bn4pr07mb22103cc8eb3ff13ccdf00d4d93...@bn4pr07mb2210.namprd07.prod.ou > tlook.com> > > Content-Type: text/plain; charset="UTF-8" > > Hi, sorry, I will try to make this short. Essentially, what I am > trying to do is run a multivariate ARIMA model predicting one variable > with another. However, the only R packages I have found to > accommodate such an analysis are ARIMAX and VAR. Unfortunately, there > don?t seem to be any good tutorials or demonstrations of how to > actually perform this analysis in practice, on my two columns of data. > I was wondering if anyone knew of a resource that might help (or one > that provided an example of r code to accomplish this). > Thanks sooo much! ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
