# creating some toy data
A<- matrix(rnorm(9),3,3)
s1 <- arima.sim(list(ar=c(0.3,0.6)),1000)
s2 <- arima.sim(list(ma=c(-0.3,0.3)),1000)
s3 <- arima.sim(list(ar=c(-0.8,0.1)),1000)
S <- cbind(s1,s2,s3)
X <- S %*% t(A)
res1<-SOBI(X)
res1
coef(res1)
plot(res1) # compare to plot.ts(S)
MD(coef(res1),A)
# input of a time series
X2<- ts(X, start=c(1961, 1), frequency=12)
plot(X2)
res2<-SOBI(X2, k=c(5,10,1,4,2,9,10))
plot(res2)
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