I am trying to use the estimated coefficients to write a functional form for the arima type model, but the coefficients seems to be the ones based on the state space transformation of arima type model. Is there anyway we can transform those estimated coefficients back to the coefficients of the functional form of the arima type model. Thanks much.
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I am trying to use the estimated coefficients to write a functional form for the arima type model, but the coefficients seems to be the ones based on the state space transformation of arima type model. Is there anyway we can transform those estimated coefficients back to the coefficients of the functional form of the arima type model. Thanks much.
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