[R] About the Transfer Function Model(ARIMAX)

Ramanath Roy r.roy at decisioncraft.com
Tue May 5 07:16:32 CEST 2009

Dear David,

Thanks for your reply. I would request you to please provide me an example 
where The ARIMAX model have been developed with two exogeneous variables.

I would be highly obliged if you kindly help me by providing me the same.



----- Original Message ----- 
From: "David Winsemius" <dwinsemius at comcast.net>
To: "Ramanath Roy" <r.roy at decisioncraft.com>
Cc: <r-help at r-project.org>
Sent: Monday, May 04, 2009 7:35 PM
Subject: Re: [R] About the Transfer Function Model(ARIMAX)

> pages 43-54 of:
> http://cran.r-project.org/doc/Rnews/Rnews_2006-4.pdf
> ... is an article by Uwe Ligges on accesssing source code.
> On Apr 2, 2009, at 4:20 AM, Ramanath Roy wrote:
>> Dear ALL,
>> I would appreciate if someone help me by letting me know the code of 
>> above model in R.I would request you to please let me know how i could
>> make arimax model in auto.arima.
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT

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