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Dynamic linear models for time series components: CS11-614/89-20E-PDF
"This paper describes a general state space approach for the modelling of the components and the calculation of the mean square errors of the estimated unobserved components"--Abstract.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||Dynamic linear models for time series components|
|Series Title||Working paper ;|
|Publication Type||Series - View Master Record|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-89-020E."|
|Number of Pages||19,  p. :|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistical analysis|
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