fixF

model

Set any parameters of the F matrix to constants. The same values are
    retained but they are considered to be constants rather than parameters.
    This will not change the model but will affect some estimation 
    techniques and information criteria results.

Package dse provides tools for multivariate, linear, time-invariant,
	time series models. It includes ARMA and state-space representations,
	and methods for converting between them. It also includes simulation
	methods and several estimation functions. The package has functions 
	for looking at model roots, stability, and forecasts at different 
	horizons. The ARMA model representation is general, so that VAR, VARX, 
	ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
	filter and smoother estimates can be obtained from the state space
	model, and state-space model reduction techniques are implemented. 
	An introduction and User's Guide is available in a vignette.

fixF: Set SS Model F Matrix to Constants

Description

Usage

Arguments

Value

concept

See Also

Examples