arima_difference: Remove an arima model from an existing one. More exactly,...

In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

Remove an arima model from an existing one. More exactly, m_diff = m_left - m_right iff m_left = m_right + m_diff.

Description

Remove an arima model from an existing one. More exactly, m_diff = m_left - m_right iff m_left = m_right + m_diff.

Usage

arima_difference(left, right, simplify = TRUE)

Arguments

left	Left operand (JD3_ARIMA object)
right	Right operand (JD3_ARIMA object)
simplify	Simplify the results if possible (common roots in the auto-regressive and in the moving average polynomials, including unit roots)

Value

a "JD3_ARIMA" model.

Examples

mod1 <- arima_model(delta = c(1, -2, 1))
mod2 <- arima_model(variance = .01)
diff <- arima_difference(mod1, mod2)
sum <- arima_sum(diff, mod2)
# sum should be equal to mod1

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.