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I need to write down a program that place ARIMA(p,d,q) and SARIMA models in state space form, however I cannot figure out the composition of the system matrices. In the book of Koopman (pag. 54) the matrices for a general ARMA(p,q) model are shown, however I cannot figure out how to extend the results when differencing or seasonal differencing is introduced. Any help?

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