Multivariate time series

Hi, and welcome!

Questions with a reproducible example, called a reprex will generally attract more and better answers, for future reference.

For an overview of the many packages in R for time series analysis, see the task view

Also, look at the example in help(ts)

## Multivariate
z <- ts(matrix(rnorm(300), 100, 3), start = c(1961, 1), frequency = 12)
class(z)
#> [1] "mts"    "ts"     "matrix"
head(z) # as "matrix"
#>         Series 1   Series 2    Series 3
#> [1,]  0.07129375 -0.9559271  0.50141145
#> [2,]  1.04050834  1.2487662  0.15265760
#> [3,] -0.90468845 -0.8182468  0.23045436
#> [4,] -0.52113401 -0.1170084 -0.18582983
#> [5,]  0.50699136 -1.0571156 -0.03490444
#> [6,]  0.82524283  0.3112594  1.31767778
plot(z)

plot(z, plot.type = "single", lty = 1:3)

Created on 2019-12-17 by the reprex package (v0.3.0)