id	summary	reporter	owner	description	type	status	priority	milestone	component	version	severity	resolution	keywords	cc
762	BSR: Convert ARMA factors to polynomials along the Markov Chain	Víctor de Buen Remiro	Víctor de Buen Remiro	"Current ARMA simulator can only handle with AR and MA polynomials of degrees 1 or 2. So, polynomials with higher degrees must be factorized. If you want to simulate this structure
{{{
[[
  ARIMAStruct(1,1-0.01*B-0.01*B^2-0.01*B^3,1,1)
]]
}}}
you must to convert it in this one
{{{
[[
  ARIMAStruct(1,1-0.01*B-0.01*B^2, 1,1),
  ARIMAStruct(1,1-0.01*B,          1,1)
]]
}}}
Even, if you know that all roots must be real, then you can suplly this other one
{{{
[[
  ARIMAStruct(1,1-0.01*B, 1,1),
  ARIMAStruct(1,1-0.01*B, 1,1),
  ARIMAStruct(1,1-0.01*B, 1,1)
]]
}}}
If you want to simulate this structure
{{{
[[
  ARIMAStruct(1,1-0.01*B-0.01*B^2-0.01*B^3-0.01*B^4,1,1)
]]
}}}
you must to convert it in this one
{{{
[[
  ARIMAStruct(1,1-0.01*B-0.01*B^2, 1,1),
  ARIMAStruct(1,1-0.01*B-0.01*B^2, 1,1)
]]
}}}
The problem appairs when you try to make inference over the Markov chain of simulated parameters, due to there are no constraint to avoid that the simulations cross their identitities.

The solution is very simple: we only need to rebuilt the full polinomial of each simulation to get a Markov Chain of unmistakable coefficients.
"	enhancement	closed	highest	BSR Interface	Math	2.0.1	blocker	fixed