sform function

Structural form for an ARIMA model

sform finds the structural form for an ARIMA model from its the eventual forecast function.

sform(mdl, ...)

## S3 method for class 'um'
sform(mdl, fSv = NULL, par = NULL, ...)

Arguments

• mdl: an object of class um.
• ...: other arguments.
• fSv: optional function to create the covariance matrix.
• par: vector of parameters for function fSv.

Returns

An object of class stsm

Examples

airl <- um(i = list(1, c(1, 12)), ma = "(1 - 0.86B)(1 - 0.8B12)")
sf <- sform(airl)
sf