# Find a transfer function model relating the input and output series X 0 1 and X t 2, t = 1 , . . . ,…

Find a transfer function model relating the input and output series *X _{0}*1 and

*X*2,

_{t}*t*= 1

*, . . . ,*200, contained in the ITSM data files APPJ.TSM and APPK.TSM, respectively. Use the fitted model to predict

*X*

_{201}

*,*

_{2},

*X*

_{202}

*,*

_{2}, and

*X*

_{203}

*,*

_{2}. Compare the predictors and their mean squared errors with the corresponding predictors and mean quared errors obtained by modeling {

*X*2} as a univariate ARMA process

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Find a transfer function model relating the input and output series X 0 1 and X t 2, t = 1 , . . . ,…

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