Koopman&Ooms(2006),Periodic unobserved components models

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Future
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Joined: Fri Jan 04, 2013 5:27 am

Koopman&Ooms(2006),Periodic unobserved components models

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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
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