dse (version 2020.2-1)

toSSOform: Convert to Oform

Description

Convert a state space model to (observability?) form.

Usage

toSSOform(model)
    # S3 method for TSmodel
toSSOform(model)
    # S3 method for TSestModel
toSSOform(model)

Arguments

model

An object of class TSmodel.

Value

An object of class 'SS' 'TSmodel' containing a state space model in observability form (more or less).

Details

WARNING: This function does not work properly.

Convert to a SS innovations representation with a minimum number of parameters by converting as much of H as possible to I matrix. Any remaining reductions are done by converting part of ?? to I. It seems there should remain n(m+2p) free parameters in F,G,H,K, and Om is determined implicitly by the residual.

See Also

toSSinnov

Examples

# NOT RUN {
    data("eg1.DSE.data.diff", package="dse")
    model <- estVARXls(eg1.DSE.data.diff)
# }
# NOT RUN {
<!-- %    model <- toSSOform(model) -->
# }