turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- JMP User Community
- :
- Discussions
- :
- I am trying

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Apr 29, 2016 12:17 PM
(1176 views)

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

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?

5 REPLIES

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

May 3, 2016 11:41 AM
(805 views)

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

May 6, 2016 12:05 PM
(805 views)

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

May 6, 2016 1:32 PM
(805 views)

*" 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.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

May 19, 2016 6:32 AM
(805 views)

This widget could not be displayed.