RainbowStats™ · Time-series commands
MVTRANSFER_FUNCTION
Build the existing multivariable transfer-function analysis.
Syntax
MVTRANSFER_FUNCTION(list,lag,maxVariables)Example or template
m=MVTRANSFER_FUNCTION(LIST(LOGDIFF(INDPRO),LOGDIFF(PAYEMS),LOGDIFF(CPIAUCSL)),12,8)
EXTRACT(m,"model")Details
Passes the list and numeric lag/maxVariables to MVTransferPanel after the active tool’s limitExpensiveDataList(list,500). The supplied limiter operates on daily inputs in MCP mode. The panel/model defines variable selection, target ordering, estimation and allowed numeric values; extraction may trigger fitting.
Uppercase model/matrix placeholders in examples are variables you supply. Extracts can trigger estimation or rendering. Inspect residuals and model assumptions before interpreting forecasts or shock paths.
Available extracts
Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.
arimapanelsactualvsfittedautocorrelationmodel
In indexed patterns such as beta:n, replace n with the required index.