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st: State space representation of ARIMA model
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
<[email protected]>
Subject
st: State space representation of ARIMA model
Date
Mon, 31 Jan 2011 13:47:35 -0500
Dear Statlist:
Is there a way to obtain the state-space representation of an ARIMA
model, after fitting it with -arima- ?
Thank you,
_______________________
Jorge Eduardo Pérez Pérez
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