rform: Reduce form for STS model

In gallegoj/tfarima: Transfer Function and ARIMA Models

Reduce form for STS model

Description

rform finds the reduce form for a STS model.

Usage

rform(mdl, ...)

## S3 method for class 'stsm'
rform(mdl, tol = 1e-04, ...)

Arguments

mdl	an object of class stsm.
...	other arguments.
tol	tolerance to check if a root is close to one.

Value

An object of class um.

Examples

b <- 1
C <- as.matrix(1)
stsm1 <- stsm(b = b, C = C, Sv = c(lvl = 1469.619), s2u = c(irr = 15103.061))
rf1 <- rform(stsm1)
nabla(rf1)
theta(rf1)

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