tsissm-package: tsissm: Linear Innovations State Space Unobserved Components...

tsissm-packageR Documentation

tsissm: Linear Innovations State Space Unobserved Components Model

Description

Unobserved Components Model using the Linear Innovation State Space representation.

Author(s)

Maintainer: Alexios Galanos alexios@4dscape.com

Other contributors:


tsmodels/tsissm documentation built on June 22, 2022, 6:57 a.m.