altform: Alternative form for STS model

In gallegoj/tfarima: Transfer Function and ARIMA Models

Alternative form for STS model

Description

altform converts a STS model given in contemporaneous form into future form, and vice versa.

Usage

altform(mdl, ...)

## S3 method for class 'stsm'
altform(mdl, ...)

Arguments

mdl	an object of class stsm.
...	other arguments.

Value

An object of class stsm.

Examples

# Local level model
b <- 1
C <- as.matrix(1)
stsm1 <- stsm(Nile, b, C, S = diag(c(irr = 1, lvl = 0.5)) )
stsm1
stsm2 <- altform(stsm1)

gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.