How to set the parameter values for ARX model

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Kushan on 14 Feb 2014

Commented: Kushan on 17 Feb 2014

Hi all,

There are two time series, "A"(auto-regressive variable) and "B"(exogenous variable).

Please let me know how to estimate the parameters for auto-regressive variable by fixing the parameters for exogenous variable. Such that,

First set the parameters for exogenous variable and then find the parameters for auto-regressive variable

Thanking you in advance,

Kushan

Kushan on 17 Feb 2014

Experts please !!!!!!1

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