Remove an arima model from an existing one. More exactly, m_diff = m_left - m_right iff m_left = m_right + m_diff.
Source:R/arima.R
arima_difference.Rd
Remove an arima model from an existing one. More exactly, m_diff = m_left - m_right iff m_left = m_right + m_diff.
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