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Build the innovation coefficients for a given component with same length as the original time series and coefficients attributed to the first observation they are associated with.
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# Arguments
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- `model::StructuralModel`: Structural model.
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- `T::Int`: Length of the original time series.
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- `component::String`: Component name.
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- `valid_indexes::Vector{Int64}`: Valid Indexes in the time series
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- `valid_indexes::Vector{Int}`: Valid Indexes in the time series
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# Returns
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- `Union{Vector{AbstractFloat}, Matrix{AbstractFloat}}`: Vector or matrix containing innovation coefficients for the given component.
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