Coerce to Statespace Realization

The function as.stsp.pseries calls pseries2stsp with default parameters. Of course the pseries object must contain sufficiently many lags.

Usage

as.stsp(obj, ...)

# S3 method for lpolm
as.stsp(obj, ...)

# S3 method for polm
as.stsp(obj, ...)

# S3 method for lmfd
as.stsp(obj, ...)

# S3 method for rmfd
as.stsp(obj, ...)

# S3 method for pseries
as.stsp(obj, method = c("balanced", "echelon"), ...)

Arguments

obj

object

...

optional additional parameters

method

character string

Value

object of class stsp.

Examples

(rr = test_rmfd(dim = c(3,2), degrees = c(2,1)))
#> ( 3 x 2 ) right matrix fraction description d(z) c^(-1)(z) with degrees deg(c(z)) = p = 2, deg(d(z)) = q = 1
#> left factor d(z):
#>        z^0 [,1]       [,2]    z^1 [,1]        [,2]
#> [1,] -2.1831494 -0.4457638  0.30390007 -0.82913209
#> [2,]  0.6797685  0.5949752 -0.09921887 -0.60116121
#> [3,]  1.0724452  0.2935362 -0.02419149 -0.02075018
#> right factor c(z):
#>      z^0 [,1]  [,2]   z^1 [,1]      [,2]   z^2 [,1]        [,2]
#> [1,]        1     0  0.1816492 0.3406148 -1.8294922 -1.86567136
#> [2,]        0     1 -1.0440166 1.2773060 -0.6668802  0.04917936
as.stsp(rr)
#> statespace realization [3,2] with s = 4 states
#>             s[1]       s[2]       s[3]        s[4]       u[1]       u[2]
#> s[1] -0.18164918 -0.3406148  1.8294922  1.86567136  1.0000000  0.0000000
#> s[2]  1.04401660 -1.2773060  0.6668802 -0.04917936  0.0000000  1.0000000
#> s[3]  1.00000000  0.0000000  0.0000000  0.00000000  0.0000000  0.0000000
#> s[4]  0.00000000  1.0000000  0.0000000  0.00000000  0.0000000  0.0000000
#> x[1]  0.23508258  0.4838577 -4.2913259 -4.05111697 -2.1831494 -0.4457638
#> x[2]  0.39846578 -1.5926659  1.6404083  1.23896404  0.6797685  0.5949752
#> x[3]  0.08745638 -0.7609764  2.1577836  1.98639434  1.0724452  0.2935362