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2011 Oct 02
0
Arimax First-Order Transfer Function
...ver after playing around with this
I've been unsuccessful in replicating the results found in McCleary &
Hay(1980).
I've looked, in depth, at the 'airline' example, however, despite the
guidance provided by Chan on this (see below) it's not immediately clear to
me how "xtransfer" (i.e. I911=1*(seq(airmiles)==69) and the "transfer" (i.e.
transfer=list(c(0,0),c(1,0)) arguments are generated, and what they consist
of. I've looked extensively for further information on this, but to no
avail. Is anyone able to offer any further advice/ directions on how to go...