Fitting ARIMA models with statespacer3 years ago
ARIMA modelling of the yearly sunspot data | SARIMA modelling of the airline data | References
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Specify it yourself!3 years ago
Dynamic Nelson-Siegel model | Fitting the model | References
Dictionary of statespacer6 years ago
The general linear Gaussian state space model | The object as returned by statespacer | function_call | system_matrices | predicted | filtered | smoothed | diagnostics | optim | loglik_fun | standard_errors | Order of parameter input | References
Introduction to statespacer6 years ago
References
statespacer applied to UK Road Deaths6 years ago
Data preparation | Univariate model with deterministic level and seasonal | Univariate model with stochastic level and seasonal | Bivariate model of front and rear passengers | References
