sform

sform.um

an object of class <code>um</code>.

optional function to create the covariance matrix.

vector of parameters for function fSv.

<code>sform</code> finds the structural form for an ARIMA model from its the eventual
forecast function.

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

sform function

<dl><dt>mdl</dt>
<dd>an object of class <code>um</code>.</dd>
<dt>...</dt>
<dd>other arguments.</dd>
<dt>fSv</dt>
<dd>optional function to create the covariance matrix.</dd>
<dt>par</dt>
<dd>vector of parameters for function fSv.</dd></dl>

Arguments

Structural form for an ARIMA model — sform

<dl>

<dt>mdl</dt>
<dd>an object of class <code>um</code>.</dd>


<dt>...</dt>
<dd>other arguments.</dd>


<dt>fSv</dt>
<dd>optional function to create the covariance matrix.</dd>


<dt>par</dt>
<dd>vector of parameters for function fSv.</dd>

</dl>

sform: Structural form for an ARIMA model

Description

Usage

Value

Arguments

Examples