This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_commandeur.shtml.

Example | Description | RATS Level |

chapter1.rpf | Descriptive statistics;graphs | Basic |

chapter2_norway.rpf | Local level model, estimation of variances | Intermediate |

chapter2_uk.rpf | Local level model | Intermediate |

chapter3_finland.rpf | Local trend model, estimation, Kalman smoothing | Intermediate |

chapter3_uk.rpf | Local trend model, estimation, Kalman smoothing | Intermediate |

chapter4_inflation.rpf | UC model with seasonal | Intermediate |

chapter4_uk.rpf | UC model with seasonal | Intermediate |

chapter5_uk.rpf | Local level model with exogenous shift | Intermediate |

chapter6_uk.rpf | Local level model with intervention variable | Intermediate |

chapter7_inflation.rpf | Seasonal model with intervention variables | Intermediate |

chapter7_uk.rpf | Seasonal model with exogenous shifts | Intermediate |

chapter8_nor_fin_forecast.rpf | Local trend model, out-of-sample predictions | Intermediate |

chapter8_norway.rpf | Local level model, out-of-sample predictions | Intermediate |

chapter8_uk_diags.rpf | UC model with seasonal; diagnostics | Intermediate |

chapter8_uk_forecast.rpf | UC model with seasonal; out-of-sample predictions | Intermediate |

chapter8_uk_missing.rpf | UC model with seasonal; missing data handling | Intermediate |

chapter8_uk.rpf | UC model with seasonal | Intermediate |

chapter9_bivariate.rpf | Seasonal model with multiple observables | Advanced |