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;
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.
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.
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