Installation
About
A tool that makes estimating models in state space form a breeze. See "Time Series Analysis by State Space Methods" by Durbin and Koopman (2012, ISBN: 978-0-19-964117-8) for details about the algorithms implemented.
Citation | statespacer citation info |
DylanB95.github.io/statespacer/ | |
github.com/DylanB95/statespacer/ | |
Bug report | File report |
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