Is there any way to predict a transfer function model by using predict() (or else) in R? I'm searching the package to do forecasting in transfer function model, but couldn't find one.
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$\begingroup$ You couldn't find because there is no good transfer function capability in $R$ $\endgroup$– forecasterCommented Aug 13, 2015 at 0:03
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$\begingroup$ @forecaster Then, what should I do if I want to do it manually? I'm still confused about which formula I should used. Thanks $\endgroup$– puspitaCommented Aug 13, 2015 at 1:40
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$\begingroup$ You could start reading forecasting book by box, Jenkins and reinsert and then start doing it manually, else look for commercial software like SAS/SPSS/Autobox $\endgroup$– forecasterCommented Aug 13, 2015 at 3:39
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$\begingroup$ interestingly, @forecaster has answered a different question which is a direct answer to yours. it is still manual though. I guess he wants you to try first. here's the answer $\endgroup$– stucashCommented Apr 7, 2019 at 16:25
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