RainbowStats™ · Time-series commands

TRANSFER_FUNCTION

Build the existing two-series transfer-function analysis.

Syntax

TRANSFER_FUNCTION(listOfTwoSeries)
TRANSFER_FUNCTION(y,x)

Example or template

t=TRANSFER_FUNCTION(LOGDIFF(INDPRO),LOGDIFF(PAYEMS))

Details

List order is y then x, and exactly two list entries are required. The list form uses the active tool’s limitExpensiveDataList at MAX_ARIMA_POINTS, currently 500; the supplied helper only truncates daily inputs in MCP mode. The two-series form explicitly takes the last 500 observations of each input regardless of frequency. If frequencies differ, y is interpolated to x dates. Retains the y/x fingerprint cache and TransferFunctionPanel fitting path.

No result-specific extract inventory was verified for this command; the inherited empty metadata list does not prove its result lacks extracts.

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.