Multivariate Time Series Analysis The subroutines TSMULMAR, TSMLOMAR, and TSPRED analyze multivariate time series. The periodic AR model, TSPEARS, can also be estimated by using a vector AR procedure, ...

In particular, we will be focusing on (i) linear regression models involving variables observed overtime and (ii) “pure” univariate and multivariate time-series models. The objective is that ...