[R] Simulate ARX model.

[Spencer Graves]

      Have you tried the vignette: 

            (dse <- vignette("dse-guide"))
            Stangle(dse$file)

      This should open "dse-guide.pdf" in Acrobat and create a file 
"dse-guide.R" in the working directory.  The latter file should contain 
the R commands used in the vignette. 

      Do you really need the "innovations form" with 'u' driving both 
the transitions and the observations?  If no, you may also want to 
consider the 'dlm' vignette: 

            (dlm <- vignette("dlm"))
            Stangle(dlm$file)   

      Both of these vignettes describe simulations. 

      If you'd like more help from this listserve, PLEASE do read the 
posting guide http://www.R-project.org/posting-guide.html, especially 
the part about providing commented, minimal, self-contained, 
reproducible code.

      Hope this helps. 
      Spencer               

Todd Remund wrote:
> I have obtained from transfer functions, the state space matrices for the following state space model.
>  
> x* = Ax + Bu
> y = Cx + Du
>  
> I have A, B, C, and D, now I would like to take the exogenous inputs and simulate the data using the state space model.  I know there is a simulate function in the package dse1, but I am unsure as to what type of TSmodel to create to put into it.  Could anyone give me some hints?  Thanks.
>  
> Todd Remund
> 	[[alternative HTML version deleted]]
>
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