Dear Sam,
I´ve found your posting on
https://stat.ethz.ch/pipermail/r-help/2005-January/063966.html
about transfer funtion in SAS. I´m writing my diploma thesis in Germany
right now and can´t find any good documentation which would explain how
dynamic regression is realized in SAS.Do you
I don't know what SAS does, but transfer functions are essentially MA/AR
from an ARMA model, so you should be able to get what you want from the
various ARMA estimation tools in R.
Paul Gilbert
Samuel Kemp (Comp) wrote:
Hi,
Does anyone know of a function in R that can estimate the parameters of
Hi,
Does anyone know of a function in R that can estimate the parameters of
a transfer function model with added noise like in SAS?
Thanks in advance,
Sam.
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