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yseries
2012 Jul 02
0
Specifying Transfer Function in Time series Intervention model
...ransf =
data.frame(X1var),transfer=list(c(1,0)))
my question is
1st Q.--> If I need to take difference of X1var then what should i do?. What
i am doing like submitting R code as
X1vard <- diff(X1var)
and then i am including in the xtransf. Same time if i need to take
difference of yseries
yseriesd<-diff(yseries)
here ARIMAX order = c(1,0,1) i have to keep. ARIMAX order = c(1,1,1) is
giving error. Hope this is correct procedure.
2nd Q -->>In the transfer = list(c(1,0), 1 is Autoregressive operator
function and 0 is Moving average operator. I am not able to change the value
of MA ope...