other suggestion? ... View more

thank for the reply rselukar you have grasped fully my problem. It is a model of electricity price (Y) related to demand (X). I need to re-execute examples of a book for my thesis. I am searching others model too. ... View more

but in my model uia ==uib ... View more

Thank for the reply: If I write my ARX like this Yt = (v0 + v1*B + v2*B^2)/((1-u1*B - u2*B^2)*(1-u24*B^24)*(1-u168*B^168))*Xt + 1/((1-u1*B - u2*B^2)*(1-u24*B^24)*(1-u168*B^168))*Et (whit NOINT option) the parameters of the two denominator are estimated different: Yt = (v0 + v1*B + v2*B^2)/((1-u1a*B - u2b*B^2)*(1-u24a*B^24)*(1-u168a*B^168))*Xt + 1/((1-u1b*B - u2b*B^2)*(1-u24b*B^24)*(1-u168b*B^168))*Et   whit uia != uib   ... View more

Anyone have others idea? ... View more

Yes i think so! there is a way to impose the two denominator to be equal? ... View more

thanks for the reply I think, in this case, to write Yt = (v0 + v1*B + v2*B^2)*Xt + 1/((1-u1*B - u2*B^2)*(1-u24*B^24)*(1-u168*B^168))*Et right or not?   ... View more

But I have just read the proc arima user's guide.....It declare to write in a transfer function form..In my case is not ok! ... View more

Ok..I post there my msg. ... View more

Hello How to implement dynamic regression model like (1 - u1*B-u2*B^2)*(1-u24*B^24)*(1-u168*B^168)*Yt = (vo+v1*B+v2*B^2)*Xt + Et with Et  WN? ... View more