Window Reference |

Use the Dynamic Regression Specification window to specify a dynamic regression or transfer function model for the effect of the predictor variable. It is invoked from the Dynamic Regressors Selection window.

`Series`

is the name and variable label of the current series.`Input Model`

is a descriptive label for the dynamic regression model. You can type a label in this field or allow the system to provide the label. If you leave the label blank, a label is generated automatically based on the options you specify. When no options are specified, the label is the name and variable label of the predictor variable.`Input Transformation`

displays the transformation specified for the predictor variable. When a transformation is specified, the transfer function model is fit to the transformed input variable.`Lagging periods`

is the pure delay in the effect of the predictor,*l*.`Simple Order of Differencing`

is the order of differencing,*d*. Set this field to 1 to use the changes in the predictor variable.`Seasonal Order of Differencing`

is the order of seasonal differencing,*D*. Set this field to 1 to difference the predictor variable at the seasonal lags—for example, to use the year-over-year or week-over-week changes in the predictor variable.`Simple Order Numerator Factors`

is the order of the numerator factor of the transfer function,*p*.`Seasonal Order Numerator Factors`

is the order of the seasonal numerator factor of the transfer function,*P*.`Simple Order Denominator Factors`

is the order of the denominator factor of the transfer function,*q*.`Seasonal Order Denominator Factors`

is the order of the seasonal denominator factor of the transfer function,*Q*.`OK`

closes the window and adds the dynamic regression model specified to the model predictors list.`Cancel`

closes the window without adding the dynamic regression model. Any options you specified are lost.`Reset`

resets all options to their initial values upon entry to the window. This might be useful when editing a predictor specification; otherwise, Reset has the same function as Clear.`Clear`

resets all options to their default values.

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