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Statements
17 September 1992
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STAMP-program
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state space models
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Kalman filter
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estimation
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prediction
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smoothing
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structural time series models
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testing
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model selection
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explanatory variables
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multivariate models
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numerical illustrations
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Structural Time series Analyser, Modeller and Predictor
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stochastic trend
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stochastic cycle
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residuals
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social time series
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