The RATS Software Forum

Tom, thank you very much. It worked just fine.

Dear Tom, I need help in order to solve a problem related to forecasting with exogenous series. I am working on a project that decomposes a series in trend and cycle. The “trend” component i consider as exogenous, and for the cycle i build an ARMA model. It is something like: Y(t) – y(t)TREND = cte ...

Dear Tom, " ## MAT3. Matrix with Dimensions 3 x 3 Involved in DLM-SW matrix Operation. Need 13x13 to match F " This is the message i get when i run the Textbook Examples from "Harvey, "Forecasting, ..., Kalman Filter", files harveyp082 .prg and harveyp219 .prg. It comes afte...