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StateSpaceModels.jl is an open-source Julia package for modeling, forecastingand simulating time series in a state-space framework. The package represents astraightforward tool that can be useful for a wide range of applications thatdeal with time series. In addition, it contains features that are not presentin related commercial software, such as Monte Carlo simulation and thepossibility of setting any user-defined linear model.

StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework