is your package can be used for multivariate time series ?

[Sandy4321]

can you pls clarify I see from https://cran.r-project.org/web/packages/forecast/index.html that your package is for univariate time series Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling

but in https://arxiv.org/pdf/1704.04110.pdf DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks

it used as baseline however from https://docs.aws.amazon.com/sagemaker/latest/dg/deepar.html#deepar_best_practices

we see that sagemaker used for multivariate time series ?

then is your package can be used for multivariate time series ?

[robjhyndman]

There are no truly multivariate modelling functions in the package.

[Sandy4321]

thanks for soon answer hopefully you do know package for multivariate modelling