[R] Fitting ARMA model with known inputs.

From: mkondrin <mkondrin_at_hppi.troitsk.ru>
Date: Wed 01 Jun 2005 - 23:08:49 EST

Is it possible to use R time series to identificate a process which is subjected to known input? I.e. I have 2 sequences - one is measurements of black box's state and the second is the "force" by which this black box is driven (which is known too) and I want to fit thist two series with AR-process. The "ar" procedure from stats package expects that the force is always random. Is it possible to feed it known vector as input parameter?
Thank you in advance.

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jun 01 23:19:38 2005

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