tfarima (version 0.3.2)

sform: Structural form for an ARIMA model

Description

sform finds the structural form for an ARIMA model from its the eventual forecast function.

Usage

sform(mdl, ...)
# S3 method for um
sform(mdl, fSv = NULL, par = NULL, ...)

Arguments

mdl

an object of class um.

...

other arguments.

fSv

optional function to create the covariance matrix.

par

vector of parameters for function fSv.

Value

An object of class stsm

Examples

# NOT RUN {
airl <- um(i = list(1, c(1, 12)), ma = "(1 - 0.86B)(1 - 0.8B12)")
sf <- sform(airl)
sf

# }