R help - Nov 2003 - Transfer Function Estimation

Suppose you estimate the ARIMA(p,d,q) paramters for an input x[t] using 
the arima function. Is there an easy way to apply these values to the 
output y[t] for transfer function modeling? For example, if I estimate a 
(2,1,1) ARIMA for x[t] with ar(1) = 0.5882, ar(2) = -0.01517, and ma(1) 
= -0.9688, how can apply these to y[t] so I can then estimate the ccf 
between the two sets of pre-whitened values?

Rick B.

Hello,
I've been trying to work with 0-1 matrices as if they were logical, but 
using the logical operators doesn't produce what I need, for using the 
matrix B:

     [,1] [,2] [,3] [,4] [,5]
[1,]    1    0    1    0    0
[2,]    0    1    0    0    0
[3,]    0    0    1    0    1

gives me the following:

 > B[1,]<-B[1,] || B[3,]

 > B
     [,1] [,2] [,3] [,4] [,5]
[1,]    1    1    1    1    1
[2,]    0    1    0    0    0
[3,]    0    0    1    0    1

instead of :

     [,1] [,2] [,3] [,4] [,5]
[1,]    1    0    1    0    1
[2,]    0    1    0    0    0
[3,]    0    0    1    0    1

which is what I need.
I've tried to convert it into a logical matrix, but the result was a vector:

 > C<-as.logical(B)
 > C
 [1]  TRUE FALSE FALSE  TRUE  TRUE FALSE  TRUE FALSE  TRUE  TRUE FALSE 
FALSE  TRUE FALSE  TRUE

What could I do? Thanks for your help,

        Aurora

consult the help page for ||

?"||"

-- 

 __________________________________________________
[                                                  ]
[ Giovanni Petris                 GPetris at uark.edu ]
[ Department of Mathematical Sciences              ]
[ University of Arkansas - Fayetteville, AR 72701  ]
[ Ph: (479) 575-6324, 575-8630 (fax)               ]
[ http://definetti.uark.edu/~gpetris/              ]
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