Steven Sanderson can’t stop at just one time series:
There are many approaches to modeling time series data in R. One of the types of data that we might come across is a nested time series. This means the data is grouped simply by one or more keys. There are many methods in which to accomplish this task. This will be a quick post, but if you want a longer more detailed and quite frankly well written out one, then this is a really good article
The quick post doesn’t include a lot of commentary but does show the code you’d use for the operation.