Time Series Analysis and Examples

Syntax

CALL KALCVF( pred, vpred, filt, vfilt, data, lead, , , , ,

           var <, z0, vz0>);

CALL KALCVS( sm, vsm, data, , , , , var, pred, vpred <,un, vun>);

CALL KALDFF( pred, vpred, initial, s2, data, lead, int, coef, var,

           intd, coefd <, n0, at, mt, qt>);

CALL KALDFS( sm, vsm, data, int, coef, var, bvec, bmat, initial, at,

           mt, <, un, vun>);