[R] Transfer function analisys

From: Stefano Colucci <stefano.colucci1_at_libero.it>
Date: Sat 21 May 2005 - 19:25:14 EST

Good morning,

(sorry for my english)

how can i estimate the transfer function for Time series analysis? exist a command?

i obtained only prewhitened time series. if i launch acf() for prewhitened time series i obtain ACF for single series and cross-correlation for series1-series2 and series2-series1.

If i want only cross-correlation series2-series1, how do i do?

thank you very much
Stefano Colucci

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