期刊名称：International Journal of Computer Trends and Technology
电子版ISSN：2231-2803
出版年度：2013
卷号：4
期号：5-4
出版社：Seventh Sense Research Group
摘要：Time series analysis is a powerful tool to determine dynamic models aiming at defining and controlling most appropriate variables of a system. Transfer function model is one of the popular techniques in the time series modelling for forecasting. When there is an output series which is inclined by an input series, the objective of the transfer function modelling is to identify the role of input series in determining the variable of interest. In this paper, the Transfer Function model is fitted to the Natural Rubber production in India. The Transfer function Model has been used to identify a model and estimate parameters for forecasting of rubber production.
关键词：Time series; Transfer function; Autoregressive Integrated Moving Average Model; Cross correlation Function
