This page provides links to example programs for Bayesian Forecasting and Dynamic Models, by West and Harrison (1997, Springer).
The Zip file listed first in the table below includes all the sample programs, data files (when available), and, in some cases, files containing RATS procedures used by the examples. If you want to actually run any of the examples, you should download the Zip file.
If you prefer just to view the code for a particular example, just click on the example name (the files are referenced by page number). Again, if you actually want to run these, you should download the zip file listed first to get the required data and procedure files.
Note that all of the textbook example, data, and procedure files currently available on our website are also included on the CD with the current release of the RATS software.
| File Name | Description |
| westharr.zip | Zip file with all programs, data files |
| westharr_pre700.zip | Zip file with older versions of files (pre Version 7.0) |
| westp040.prg | Local level model |
| westp057.prg | Local level model diagnostics |
| westp081.prg | Dynamic regression |
| westp082.prg | Dynamic regression |
| westp084.prg | Dynamic regression |
| westp257.prg | UC model with seasonals |
| westp318.prg | UC model with seasonals |
| westp434.prg | Mixture model |