How to set the parameter values for ARX model

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Kushan
Kushan il 14 Feb 2014
Commentato: Kushan il 17 Feb 2014
Hi all,
There are two time series, "A"(auto-regressive variable) and "B"(exogenous variable).
Please let me know how to estimate the parameters for auto-regressive variable by fixing the parameters for exogenous variable. Such that,
First set the parameters for exogenous variable and then find the parameters for auto-regressive variable
Thanking you in advance,
Kushan

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