Dynamic linear models for time series components / by Estela Bee Dagum and Benoit Quenneville.: 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.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838353&sl=0
| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Dynamic linear models for time series components / by Estela Bee Dagum and Benoit Quenneville. |
| Series title | Working paper ; 89-20 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-89-020E." Includes bibliographic references. Abstract in French. |
| Publishing information | [Ottawa] : Statistics Canada, [1989]. |
| Author / Contributor | Dagum, Estela Bee. Quenneville, Benoit,1959- |
| Description | 19, [2] p. : figures. |
| Catalogue number |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |
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