A corotating plasticating twin screw extruder (TSE) was excited by changing feed rate according to predesigned random binary sequence (RBS) and stair type excitation. A high density polyethylene was used as processing material in this study. Empirical models were developed relating two output variables, melt pressure at die (P-m), and melt temperature at die (T-m), with feed rate (F). Classical linear system identification technique was used to develop models. Models were developed using a data set obtained from RBS excitation. Stair type excitation data were used to validate the developed models. The structure of the obtained models was autoregressive moving average with exogenous input (ARMAX). Models with ARMAX structure and order of 2 were found to be sufficient to capture the dynamic behaviors of P-m and T-m when F was changed. A delay-gain model was proposed for P-m and was found to capture the response quite satisfactorily. POLYM. ENG. SCI., 51:482-491, 2011. (C) 2010 Society of Plastics Engineers