Package dynlm allows easy specification of linear models (using lm as
usual) involving time lags and differences.
I can't say much more without knowing details of your model.
-Felix
On Sun, Jul 27, 2008 at 2:39 PM, Ashish Kumar <ashish02 at stanford.edu>
wrote:> Hi,
>
>
>
> I would like to know how to build the transfer function modeling for
> bivariate time series data. I tried searching for relevant threads, but
> could not find much help with it.
>
>
>
> Thanks
>
> Ashish
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Felix Andrews / ???
PhD candidate
Integrated Catchment Assessment and Management Centre
The Fenner School of Environment and Society
The Australian National University (Building 48A), ACT 0200
Beijing Bag, Locked Bag 40, Kingston ACT 2604
http://www.neurofractal.org/felix/
3358 543D AAC6 22C2 D336 80D9 360B 72DD 3E4C F5D8