[R] Fitting ARMA model with known inputs.

mkondrin mkondrin at hppi.troitsk.ru
Wed Jun 1 15:08:49 CEST 2005


Hello!
Is it possible to use R time series to identificate a process which is 
subjected to known input? I.e. I have 2 sequences - one is measurements 
of black box's state and the second is the "force" by which this black 
box is driven (which is known too) and I want to fit thist two series 
with AR-process. The "ar" procedure from stats package expects that the 
force is always random. Is it possible to feed it known vector as input 
parameter?
Thank you in advance.




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