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.

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Department/Agency Statistics Canada. Methodology Branch.
Title Dynamic linear models for time series components
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-89-020E."
Date [1989].
Number of Pages 19, [2] p. :
Catalogue Number
  • CS11-614/89-20E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis