specifying transfer function in proc arima

[Forecaster]

I'm trying to fit an arima model with intervention modeling using PROC ARIMA. See below for the transfer function form. I can specify the denominator, but I'm struggling to sepcify the numerator. Can you please let me know how I can specify the numerator for this intervention variable. (1-Bd) ?

Thank you

estimate input=( /(1) It );
   run;

[rselukar · Accepted solution]

The differencing of "It" must be done in the identify statement:

identify var=y crosscorr=It(5);

estimate input=( /(1) It );
   run;

ARIMA will estimate theta0, omega0, and delta1 for you.

[Forecaster]

Thank you rselukar, very helpful.