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Transfer Function Modeling
2 messages · Ashish Kumar, Felix Andrews
1 day later
Package dynlm allows easy specification of linear models (using lm as usual) involving time lags and differences. I can't say much more without knowing details of your model. -Felix
On Sun, Jul 27, 2008 at 2:39 PM, Ashish Kumar <ashish02 at stanford.edu> wrote:
Hi,
I would like to know how to build the transfer function modeling for
bivariate time series data. I tried searching for relevant threads, but
could not find much help with it.
Thanks
Ashish
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