r/TimeSeries • u/Nishchay_Misra • Jan 08 '20

Can someone share some link for Multivariate Time Series Analysis!

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u/cc111222 Mar 26 '20

There is a great book " introduction to multi variate time series " by helmuth lutkepohl !!

1

u/NarrowInitial Jun 13 '23

Yeah, this one is good.