Calculators are linked using the unit-to-unit link cable that came with the TI-84 Plus calculator. If you are no longer in possession of the cable, you can purchase one through the Texas Instruments online store.
The unit-to-unit link cable has an I/O plug on each end. This cable can be used to link a TI-83 to a TI-84. It can also be used to link two TI-84s. On the TI-83, it connects to the I/O port at the bottom of the calculator.
The unit-to-unit USB cable that came with your calculator has two mini-USB connectors. This cable can be used to connect TI-84 calculators using the mini-USB port at the top of each calculator.
If you get an error message when transferring files from one calculator to another, the most likely cause is that the unit-to-unit USB cable isn’t fully inserted into the port of one calculator.
