|Authors:||Eric W. Zivot|
|Title:||State Space Modeling Using SsfPack in S+FinMetrics 3.0|
|Abstract:||This paper presents two illustrations of state space modeling in S-PLUS using the SsfPack 3.0 routines implemented in S+FinMetrics 3.0. The state space modeling functions in S+FinMetrics/SsfPack are extremely flexible and powerful and can be used for a wide variety of linear Gaussian state space models and for some non-linear and non-Gaussian state space models.|
Page views:: 5236. Submitted: 2010-01-25. Published: 2011-05-12.
State Space Modeling Using SsfPack in S+FinMetrics 3.0
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