How to estimate the parameter for auto-regressive var by fixing the parameters for exogenous var

Hi All,

I've got two time series, "A" and "B" and please let me know how to apply an ARX model in below two steps?

Step 1 - Find correlation coefficients between "A" and "B" for lag 5, only using "B" as follows;

   DataARX = iddata(A(:,1),B(:,1));%,1,'TimeUnit','days');  

   ARXModel = arx(DataARX,[0 5 0]);

Step 2 - How to calculate the serial correlation coefficients for "A" by fixing the correlation coefficients found during step 1?

P.S. - Final ARX model would be a combination of step 1 and step 2 coefficients.

Experts please help me out,

Thanking you in advance,

Kushan

[Kushan]

Experts please !!!!!!1