| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | State space form for an ARIMA model |
| From: | hedhili leila <hedhilileila@yahoo.fr> |
| Date: | Wed, 28 Apr 2004 13:03:10 +0200 (CEST) |
|
Dear S+ users
I have S+finmetrics.
I wante to know how we can create the state space representation for an ARIMA model.
We found in S+finmetrics only the function GetSsfArma function for SSF of an ARMA model.
Thanks in advance
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