Decomposition of a time series using the Kalman Filter

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Paccione
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Joined: Tue Dec 03, 2013 6:13 am

Decomposition of a time series using the Kalman Filter

Postby Paccione » Tue Dec 03, 2013 6:26 am

I am new to this topic, and I need a guide to help me in the decomposition of statistical series in a cyclical , trend and irregular component.
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trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Re: Decomposition of a time series using the Kalman Filter

Postby trubador » Tue Dec 03, 2013 11:21 am

http://forums.eviews.com/viewtopic.php? ... 131#p32120
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