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

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