to.SS.innov {dse1} | R Documentation |
Convert to a state space innovations representation.
to.SS.innov(model)
model |
An object of class TSmodel. |
An object of class 'SS' 'TSmodel' containing an innovations state space representation.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- est.VARX.ls(eg1.DSE.data.diff) model <- to.SS.innov(model)