Time Series Analysis and Examples

Syntax

CALL KALCVF (pred, vpred, filt, vfilt, data, lead, $\text{[math]}$ , $\text{[math]}$ , $\text{[math]}$ , $\text{[math]}$ , var <, z0, vz0>) ;

CALL KALCVS (sm, vsm, data, $\text{[math]}$ , $\text{[math]}$ , $\text{[math]}$ , $\text{[math]}$ , 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, $\text{[math]}$ <, un, vun>) ;