Grocer Function

NAME

arma2param - explodes a Varmax model for estimation uses

CALLING SEQUENCE

[theta,theta2mat,V2theta,thetalab,AR,ARS,MA,MAS,G,V,p,P,q,Q,g,s,k,n,np,%type,vdiag,ineq]=arma2param(m,AR,ARS,MA,MAS,V,s,G,r,namexos)

PARAMETERS

Input

Output

DESCRIPTION

arma2param - explodes a Varmax model for estimation uses The input arguments corresponding to the model:
are:

EXAMPLE


1. [theta,grocer_e4_theta2mat,grocer_e4_V2theta,grocer_e4_lab,grocer_AR,grocer_ARS,grocer_MA,grocer_MAS,G,grocer_V,... grocer_e4_p,grocer_e4_P,grocer_e4_q,grocer_e4_Q,grocer_e4_g,... grocer_e4_s,grocer_e4_k,grocer_e4_n,grocer_e4_np,grocer_e4_type,grocer_e4_vdiag,grocer_e4_ineq] ... = arma2param(grocer_e4_m,grocer_AR,grocer_ARS,grocer_MA,grocer_MAS,... grocer_v,grocer_s,grocer_e4_Gexo,grocer_e4_r,grocer_e4_namexo);
2. [theta,grocer_e4_theta2mat,grocer_e4_V2theta,grocer_e4_lab,grocer_AR,grocer_ARS,grocer_MA,grocer_MAS,G,grocer_V,... grocer_e4_p,grocer_e4_P,grocer_e4_q,grocer_e4_Q,grocer_e4_g,... grocer_e4_s,grocer_e4_k,grocer_e4_n,grocer_e4_np,grocer_e4_type,grocer_e4_vdiag,grocer_e4_ineq] ... = arma2param(grocer_e4_m,grocer_AR,grocer_ARS,grocer_MA,grocer_MAS,grocer_v,grocer_s);

Both examples taken from function varma(); the first example deals with the case when there are exogenous variables (for instance a constant), the second one when there are no exogenous variables (in particular no constant).

AUTHOR

Eric Dubois 2004