[R] transfer function models

[Natalia]

Dear Sam,

I´ve found your posting on  
https://stat.ethz.ch/pipermail/r-help/2005-January/063966.html
about transfer funtion in SAS. I´m writing my diploma thesis in Germany  
right now and can´t find any good documentation which would explain how  
dynamic regression is realized in SAS.Do you happen to know what numerator  
and denominator factors refer to in the original formula and why these  
have seasonal order? I also wonder if I should determine ARIMA parameters  
first and then dynamic regressors or vice versa. I never had these modells  
in a class and I study business administration, so it is not that easy for  
me to find a solution even though I´m alsready looking for a while and  
meanwhile I get pretty desperate about my whole work:( Any answer from you  
I´ll appreciate greatly. If there is any way for a business student to  
calculate the trasfer function in R where can one find some examples?

Thanks ahead.

Best regards,
Nata
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