Answer: According to your zip code you are gardening in zone 5 or the coldest part of zone 5; if the planting spot is an exposed and windy location then it might actually be as cold as zone 4. Knowing that, you could certainly grow clematis on your arbor along with roses. The rose selection is a bit limited in that you should probably select roses considered winter hardy to zone 4 just to be on the safe side; they should also be grown on their own roots rather than grafted. You might look at some of the Explorer series roses, these are known for their superb hardiness and disease resistance. John Cabot, Henry Kelsey, and William Baffin might be good choices.
Clematis tend to take a year to settle in, a year to begin to grow some, and finally grow and bloom well beginning the third year. They really resent root disturbance in my experience, so I would not recommend planting anything temporary next to them, especially if you are planting one next to a rose. The close proximity of the roots means you will need to pay special attention to keeping them mulched with an organic mulch, top dress two or three times a year with a good quality compost, and possibly also fertilize each spring and early summer with a slow release complete fertilizer.
Your combination will be so pretty, it's worth waiting for even if takes a couple of years to fill in.
Enjoy your new arbor!
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