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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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