State space representation of UCARIMA model

Introduction

UCARIMA models are defined as aggregates of simple [ARIMA models]((./arima_ssf.md).

Implementation

The state space form of an UCARIMA model can be built by means of the class demetra.ucarima.ssf.SsfUcarima or using directly demetra.ssf.implementations.CompositeSsf with instances of demetra.arima.ssf.SsfArima.