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: [email protected] [[alternative HTML version deleted]] ______________________________________________ [email protected] 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.
