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2008 Oct 15
1
Forecasting using ARIMAX
Dear R-helpers,
I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct.
I am using ARIMAX with 2 Exogeneous Variables and 10 years data are as follows:
DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2
Jan 1998,708,Jan 1998,495,Jan 1998,245.490
Feb 1998,670,Feb 1998,421.25,Feb 1998,288.170
Mar 1998,642.5,Mar 1998,395,Mar 1998,254.950
Apr 1998,610,Apr 1998,377.5,Apr 1998,230.640
:
> (nrowDepVar <- nrow(depVar))
[1] 545
> (nTest <- nInstance + nHorizon - 1) #number of...