Dear SPSS-X list members,
Issue:
According to the manual of SPSS Forecasting 17.0 specifies the denominator
order of the transfer function how deviations from the series mean, for
previous values of the selected independent
(predictor) series are used to predict current values of the dependent
series.
According to the common profile of the transfer function (Box/Jenkins),
the denominator of the transfer function specifies, how changes of the
independent series induce a gradual adjustment of the dependent series, i.
e. the denominator models the carry over effect of a change in the
independent series on the dependent series. The denominator is the
autoregressive AR-component of the transfer function and is expressing how
far the dependent series has an effect on itself. Which means that an
effect caused by a change of the independent series will be considered as
the dependent series is related to own prior values and these values have
been influenced by the independent series once before.
Question:
Both definitions are pretty different, so does SPSS Forecasting 17.0
include the common profile of the transfer function regarding the
denominator, or does SPSS Forecasting 17.0 its own approach.
Thank you so much, Julius
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