Multivariate signal extraction routines which includes: high frequency applications, canonical models, forecasting, WienerKolmogorov signal extraction and calculation of standard errors.
Package details 


Author  Tucker McElroy 
Maintainer  James Livsey <james.a.livsey@census.gov> Tucker McElroy <tucker.s.mcelroy@census.gov> 
License  What license is it under? 
Version  0.1.0 
Package repository  View on GitHub 
Installation 
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