Nothing
####### examples from User's Guide section 5
require("dse")
cat("Define an ARMA TSmodel object...\n")
arma <- ARMA(A=array(c(1,.5,.3,0,.2,.1,0,.2,.05,1,.5,.3), c(3,2,2)),
B=array(c(1,.2,0,.1,0,0,1,.3), c(2,2,2)),
C=NULL)
arma # or print(arma)
cat(" generate simulated data\n")
data.arma.sim <- simulate(arma)
cat(" evaluate the model with the simulated data to get a TSestModel object\n")
arma <- l(arma, data.arma.sim)
summary(arma)
roots(arma)
stability(arma)
tfplot(data.arma.sim)
tfplot(arma)
cat("Define a State Space TSmodel object...\n")
ss <- SS(F=array(c(.5,.3,.2,.4),c(2,2)),
G=NULL,
H=array(c(1,0,0,1),c(2,2)),
K=array(c(.5,.3,.2,.4),c(2,2)))
ss # or print(ss)
cat(" generate simulated data\n")
data.ss.sim <- simulate(ss)
cat(" evaluate the model with the simulated data to get a TSestModel object\n")
ss <- l(ss, data.ss.sim)
summary(ss)
roots(ss)
stability(ss)
tfplot(ss)
cat("Convert between State Space and ARMA models\n")
ss.from.arma <- l(toSS(arma), data.arma.sim)
arma.from.ss <- l(toARMA(ss), data.ss.sim)
summary(ss.from.arma)
summary(arma.from.ss)
stability(arma)
stability(ss.from.arma)
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