Hi Team, I am running ARIMAX with TSA package. my code is fit2 <- arimax(yseries, order = c(1,0,1),xtransf = 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 operator. I am receiving an error message "Error in optim(init[mask], armaCSS, method = "BFGS", hessian = FALSE, : initial value in 'vmmin' is not finite" I am using R 2.15.1 version. 3rd Q --> If i need to take Lag values of X1var. how to incorporate in the model. Warm regards, Subhadip -- View this message in context: http://r.789695.n4.nabble.com/Specifying-Transfer-Function-in-Time-series-Intervention-model-tp4635133.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.
