Premium
Structural time series analysis and modelling package: A review
Author(s) -
Diebold Francis X.
Publication year - 1989
Publication title -
journal of applied econometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/jae.3950040207
Subject(s) - computer science , r package , context (archaeology) , class (philosophy) , series (stratigraphy) , data mining , econometrics , artificial intelligence , programming language , mathematics , paleontology , biology
This package performs specialized tasks related to specification, estimation, prediction and diagnostic checking in the context of a particular class of unobserved‐components models. It is menu‐driven and easy to use. Although the present (first) release suffers from a number of limitations, omissions and bugs, it is nevertheless a useful tool in the hands of a knowledgeable user.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom