Gets the transition matrix.

Usage

.ssf_T(x, pos = 0)

Arguments

x: A state block or a state space form.
pos: The 0-based position (use 0 for time invariant models)

Value

The requested matrix.

Examples

sarima<-.sarma(12, .9, -.6, .9, -.5)
.ssf_T(sarima)
#>       [,1]  [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
#>  [1,]    0  1.00  0.0    0    0    0    0    0    0     0     0     0     0
#>  [2,]    0  0.00  1.0    0    0    0    0    0    0     0     0     0     0
#>  [3,]    0  0.00  0.0    1    0    0    0    0    0     0     0     0     0
#>  [4,]    0  0.00  0.0    0    1    0    0    0    0     0     0     0     0
#>  [5,]    0  0.00  0.0    0    0    1    0    0    0     0     0     0     0
#>  [6,]    0  0.00  0.0    0    0    0    1    0    0     0     0     0     0
#>  [7,]    0  0.00  0.0    0    0    0    0    1    0     0     0     0     0
#>  [8,]    0  0.00  0.0    0    0    0    0    0    1     0     0     0     0
#>  [9,]    0  0.00  0.0    0    0    0    0    0    0     1     0     0     0
#> [10,]    0  0.00  0.0    0    0    0    0    0    0     0     1     0     0
#> [11,]    0  0.00  0.0    0    0    0    0    0    0     0     0     1     0
#> [12,]    0  0.00  0.0    0    0    0    0    0    0     0     0     0     1
#> [13,]    0  0.00  0.0    0    0    0    0    0    0     0     0     0     0
#> [14,]    0 -0.81 -0.9    0    0    0    0    0    0     0     0     0     0
#>       [,14]
#>  [1,]   0.0
#>  [2,]   0.0
#>  [3,]   0.0
#>  [4,]   0.0
#>  [5,]   0.0
#>  [6,]   0.0
#>  [7,]   0.0
#>  [8,]   0.0
#>  [9,]   0.0
#> [10,]   0.0
#> [11,]   0.0
#> [12,]   0.0
#> [13,]   1.0
#> [14,]  -0.9