\name{markovParms}
\alias{markovParms}
\title{Markov Parameters}
\description{Construct a Matrix of the Markov Parameters}
\usage{
    markovParms(model, blocks=NULL)
}
\arguments{
    \item{model}{An ARMA or SS TSmodel.}
    \item{blocks}{Number of blocks to calculate.}
}
\value{A matrix}
\details{
    Construct a matrix with partitions [M0|...|Mi] giving the Markov
    parameters Mi, i+1 = blocks
    where each Mi is a p by (m+p) matrix, (m is the dimension of the exogeneous 
    series and p is the dimension of endogeneous series)
    ie.  y(t) = e(t) + M [u'(t)|y'(t-1) | u'(t-1)|y'(t-2)]' 
    This requires that models be transformed so that lagged endogeneous variables
    are inputs.  See Mittnik p1190.
    If blocks=NULL (the default) then at least 3 blocks are generated, and
    up to n+1, but the series is truncated if the blocks are effectively zero.
    This will affect the size of the Hankel matrix.
}
\seealso{
    \code{\link{SVDbalanceMittnik}}
}
\references{
    See references for \code{\link{MittnikReduction}}. 
}
\examples{
    data("eg1.DSE.data.diff", package="dse")
    model <- estVARXls(eg1.DSE.data.diff)
    markovParms(model)
}
\concept{DSE}
\keyword{ts}
\keyword{algebra}