I am having difficulty coming up with the transfer model inputs. Below is the code that I have so far proc arima data = sales plot(unpack);
identify var = x noprint;
estimate q = 2 noprint;
identify var = y crosscorr=(x) nlag = 20;
/*estimate input = (3$(2)/(1,1)x) noint printall altparm backlim = -3 plot;*/
/*estimate input = (3$(2)/(2)x) noint printall altparm backlim = -3 plot;*/
estimate input = (3$(1)/(1,2)x) noint printall altparm backlim = -3 plot;
run;
quit; My question is how to come up with numerator and denominators based on the graph and differencing. I know b = 3$ since it is the number of periods it takes before xt affects yt For s and r , I am confused: s is from my understanding the number of lags that reside between the first spike and the beginning of the clear dying down pattern since I have x and y with no differencing and I set s arbitrarily to s = 2 would I write input = 3$(1,2)/(1,2) r is from my understanding 1 if the lags die down exponentially after the spikes or 2 if they down in a sine wave since I have x and y with no differencing and since from the graph r = 2 would I input in SAS input = 3$(1,2)/(1,2) I am confused on what specifically (1,2) means: does it mean first order differencing and r/s being chose at 2 or does 1,2 mean how many lags before there is a spike If anyone can help me interpret my graph I would greatly appreciate it . Thank you
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