[R] transfer function models

From: Natalia <natali-f_at_softhome.net>
Date: Wed 04 Apr 2007 - 22:33:37 GMT

Dear Sam,

I´ve found your posting on
https://stat.ethz.ch/pipermail/r-help/2005-January/063966.html about transfer funtion in SAS. I´m writing my diploma thesis in Germany right now and can´t find any good documentation which would explain how dynamic regression is realized in SAS.Do you happen to know what numerator and denominator factors refer to in the original formula and why these have seasonal order? I also wonder if I should determine ARIMA parameters first and then dynamic regressors or vice versa. I never had these modells in a class and I study business administration, so it is not that easy for me to find a solution even though I´m alsready looking for a while and meanwhile I get pretty desperate about my whole work:( Any answer from you I´ll appreciate greatly. If there is any way for a business student to calculate the trasfer function in R where can one find some examples?

Thanks ahead.

Best regards,


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Received on Thu Apr 05 08:39:36 2007

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