Definition:Transfer Function (Time Series Analysis)
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Definition
A transfer function, in the context of time series analysis, is a function of time which theoretically models the future output for each possible input.
Sources
- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel: Time Series Analysis: Forecasting and Control (3rd ed.) ... (previous) ... (next): $1$: Introduction