TY  - RPRT
AU  - Casals Carro, José
AU  - García Hiernaux, Alfredo
AU  - Jerez Méndez, Miguel
PY  - 2010
UR  - https://hdl.handle.net/20.500.14352/48942
AB  - Fixed coecients State-Space and VARMAX models are equivalent, meaning that they are able to represent the same linear dynamics, being indistinguishable in terms of overall fit. However, each representation can be specically adequate for certain uses,...
LA  - eng
A3  - Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico
KW  - State-Space
KW  - VARMAX models
KW  - Canonical forms
KW  - Echelon.
TI  - From general State-Space to VARMAX models
TY  - technical report
VL  - 2010
ER  -