Dear all,
sorry for this preliminary question. I tried to explore through the
texts and web search. But could not understand. So seek your help.
In the identification of step of transfer function model (ARIMA,box
jenkins), it is said that the shape of cross-correlation diagram give
some idea about s,r,b (in the notation of box,jenkins book). I could
understand 'b', but find kind of difficulty to understand how to guess
s,r.
Your help in this regard will be highly appreciated.
Regards
MG
p.s. I understand there are some softwares which does the estimation
process automatically (including identification and diagnosis). My
concern here is to understand the process.
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