Hi Ferebee,
I am also working on a similar problem. Have you solved it? I am trying to write a function to to determine the innovations.
However, I think that the Farma package may do this. I haven't succeeded in getting Farma to work. It requires OX.
Can you let me know if you have made any progress
 
Tony Cricenti
 
Regards
A.L. Cricenti,   
Academic Leader Telecommunications 
Faculty of Information and Communication Technologies
Swinburne University of Technology, 
PO Box 218, Hawthorn, Vic 3122, Australia. 
email: tcricenti@swin.edu.au 
Phone: (voice) +61-3-9214 5506   (fax) +61-3-9819 6443    

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