to.ARMA
to.ARMA
Description
Convert a state space model to an ARMA representation. The state is
eliminated by a method which uses an equivalence that can be demonstrated
by the Cayley Hamilton theorem.
Usage
Required Arguments
- model
-
An object of class TSmodel.
Value
An object of class 'ARMA' 'TSmodel' containing an ARMA model.
REFERENCES
See for example Aoki(1989)
See Also
Examples
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