Koopman&Ooms(2006),Periodic unobserved components models

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Koopman&Ooms(2006),Periodic unobserved components models

Postby Future » Sat Jan 19, 2013 9:15 am

Dear Tom,
I am looking for the code of the following paper. Is there any available code for using Unobserved Components models to estimate monthly,weekly or daily time series with RATS?

S.J. Koopman,M. Ooms."Forecasting daily time series using periodic unobserved components time series models,"Computational Statistics & Data Analysis,vol 51,page 885-903
Future
 
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