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
