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Apr 29, 2016 12:17 PM
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May 3, 2016 11:53 AM
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Solution

I checked that immediately. I have already excluded the rows with missing values. I think the problem is in the "Transfer Function Model Specification" input box. I can't figure out what that error could be! Once both models are constructed, shouldn't the ARIMA values go into the Transfer Function Model Specification?

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May 3, 2016 11:41 AM
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May 3, 2016 11:53 AM
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May 6, 2016 12:05 PM
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May 6, 2016 1:32 PM
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*" Once both models are constructed, shouldn't the ARIMA values go into the Transfer Function Model Specification?"*

You would have to specify the orders of ARIMA for **both** noise series (i.e., the error term of the output series) and input series like this (See JMP documentation for details.Transfer Functions

Also note that there are a few steps preceding to this final model specification as shown below such as pre-whitening and check cross-correlations, etc.

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May 19, 2016 6:32 AM
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