## The following corrects what I believe to have been an error in my
previous post:
Two time series questions:
I. FITTING TRANSFER FUNCTIONS WITH LAGS: Consider the following toy
example:
dates <- paste(11:21, "/01/2005", sep="")
Dates <- as.Date(dates, "%d/%m/%Y")
set.seed(1)
DF <-
Two time series questions:
FITTING TRANSFER FUNCTIONS WITH LAGS: Consider the following toy example:
> dates <- paste(11:21, "/01/2005", sep="")
> Dates <- as.Date(dates, "%d/%m/%Y")
> set.seed(1)
> DF <- data.frame(date=Dates, y=rnorm(11), x=rnorm(11, 3))
> arima(DF$y, c(1,0,0), xreg=lag
