[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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