TSSS

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swMATH35246CRANTSSSMaRDI QIDQ46955FDOQ46955

Time Series Analysis with State Space Model

the Institute of Statistical Mathematics

Last update: 29 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.3.4, 1.3.4-2, 1.2.3, 1.2.4, 1.3.1, 1.3.4-4, 1.3.4-5

Source code repository: https://github.com/cran/TSSS

Functions for statistical analysis, modeling and simulation of time series with state space model, based on the methodology in Kitagawa (2020, ISBN: 978-0-367-18733-0).





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