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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.

puspita
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  • You couldn't find because there is no good transfer function capability in $R$ – forecaster Aug 13 '15 at 00:03
  • @forecaster Then, what should I do if I want to do it manually? I'm still confused about which formula I should used. Thanks – puspita Aug 13 '15 at 01:40
  • 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 – forecaster Aug 13 '15 at 03:39
  • 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](https://stats.stackexchange.com/questions/169564/arimax-prediction-using-forecast-package) – stucash Apr 07 '19 at 16:25

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