gmap {dse} | R Documentation |
Transform the basis for the state by a given invertible matrix.
gmap(g, model)
g |
An invertible matrix |
model |
An object of class TSmodel. |
If the input model is in state space form g is a change of basis for the state. If the input model is in ARMA form then the polynomials are premultiplied by g. If g is a scalar it is treated as a diagonal matrix.
An equivalent model transformed using g.
data("eg1.DSE.data.diff", package="dse")
model <- toSS(estVARXls(eg1.DSE.data.diff))
gmap(2, model)