Creates an ARIMA state block (representation I)
Usage
.arima(ar, delta, ma, var = 1)
Arguments
- ar
Stationary auto-regressive polynomial, including the constant (=1). True signs.
- delta
Non-stationary auto-regressive polynomial, including the constant (=1). True signs.
- ma
Moving average polynomial, including the constant (=1). True signs.
- var
Variance of the innovations
Value
A raw java state block.
Examples
sb<-.arima(c(1, -.5), NULL, c(1,-.8))
.ssf_P0(sb)
#> [,1] [,2]
#> [1,] 1.12 -0.24
#> [2,] -0.24 0.12
