Question

This is regarding time series analysis. I don't know whether this is an appropriate place to ask this question, but still I wish to give it a try.

Most of the time series data are univariant and can be modeled using appropriate statestical models (AR, MA, ARIMA etc). I wish to know whether two time series having multivariant data can also be compared. Also, is there any apppropriate model that can be used to match two time series based on the model itself.

Any amount of pointers would be helpful.

Thanks,