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I am trying to build a transfer function with inventory as input and sales as the output.  I build both functions and put the results into the Transfer Function Model Specification dialog where I get a "Transfer function model cannot be fitted. Inputs have missing values" error message.  Can someone please advise?

Re: I am trying

I have viewed the CO2 example several times.  I have read the documentation many times and understand the individual ARIMA functions have to be entered.  My problem is I get the "Transfer function model cannot be fitted. Inputs have missing values" error message after I enter the models.  I am at a loss!!

Re: I am trying

"Once both models are constructed, shouldn't the ARIMA values go into the Transfer Function Model Specification?"

You would have to specify the orders of ARIMA for both noise series (i.e., the error term of the output series) and input series like this (See JMP documentation for details.Transfer Functions

Also note that there are a few steps preceding to this final model specification as shown below such as pre-whitening and check cross-correlations, etc.

Re: I am trying

Does anybody have any suggestions?

Re: I am trying

I checked that immediately.  I have already excluded the rows with missing values.  I think the problem is in the "Transfer Function Model Specification" input box.  I can't figure out what that error could be!  Once both models are constructed, shouldn't the ARIMA values go into the Transfer Function Model Specification?

Re: I am trying

It seems that some rows of your inventory column have missing values (represented by a dot in the data table), which prevents the transfer function model from working. You might try excluding those rows.