Re: [R] transfer function models

[Paul Gilbert]

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 
a transfer function model with added noise like in SAS?

Thanks in advance,
Sam.
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