Dynamic Regressors

[deleted_user]

Hi,

I´m not sure that I´m right here but I´m trying to find out how dynamic regressors parameters in SAS/ETS relate to the classical formula of dynamic regression and how SAS/ETS is calculating dynamic regressiors generally. I mean is there prewhiteting being used or Linear Transfer Function? If anyone has an idea where I can find some relevant information I´ll be very grateful.

Thanks.

[Matthew_Galati]

This seems like a question best answered by the ETS folks. I have fwd'd your note along to someone in that department.

[Matthew_Galati]

I spoke with ETS group:
"... refer to the PROC ARIMA chapter in the SAS/ETS Users Guide. It explains this in great detail."