to.SS.innov {dse1}R Documentation

Convert to State Space Innovations Model

Description

Convert to a state space innovations representation.

Usage

    to.SS.innov(model)

Arguments

model An object of class TSmodel.

Value

An object of class 'SS' 'TSmodel' containing an innovations state space representation.

See Also

to.SS, to.SSOform to.SSChol

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- est.VARX.ls(eg1.DSE.data.diff)
model <- to.SS.innov(model)
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