Grocer Function

NAME

theta2arma - transformation of VARMA model into its reduced form

CALLING SEQUENCE

[F,A,V,G]=theta2arma(theta,theta2mat)

PARAMETERS

Input

Output

DESCRIPTION

Converts a VARMA model to reduced form VARMAX notation. The input arguments corresponding to the model:
are transformed to:

EXAMPLE

[F,A,V,G]=theta2arma(theta,theta2mat)

Taken from function theta2fr. Since this function is an intermediate calculation in an VARMA estimation, it would be diffcult to use it outside this framework.

AUTHOR

Jaime Terceiro, 1997/ Eric Dubois 2004