SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM
Creates the A, C, and SW matrices for the seasonal component of a DLM. See Durbin and Koopman, "Time Series Analysis by State Space Methods", Oxford University Press 2001,pp 40-42, and West and Harrison, "Bayesian Forecasting and Dynamic Models" 2nd ed, Springer 1997, chapter 8 for more information.
|Date of creation:|
|Note:||RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rts00251. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.