Hello!
I have about the arimax function, please:
If you see the example page, you see the following:
# Exhibit 11.6
air.m1=arimax(log(airmiles),order=c(0,1,1),seasonal=list(order=c(0,1,1),
period=12),xtransf=data.frame(I911=1*(seq(airmiles)==69),
I911=1*(seq(airmiles)==69)),
transfer=list(c(0,0),c(1,0)),xreg=data.frame(Dec96=1*(seq(airmiles)==12),
Jan97=1*(seq(airmiles)==13),Dec02=1*(seq(airmiles)==84)),method='ML')
Now the part that I am puzzled about the "transfer" argument, please. It is
supposed to be the MA order and the AR order, respectively. However, the AR
order is 0. Should that be reversed, please?
Thanks,
Erin.
--
Erin Hodgess
Associate Professor
Department of Mathematical and Statistics
University of Houston - Downtown
mailto: erinm.hodg...@gmail.com
[[alternative HTML version deleted]]
______________________________________________
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.
