SEASONALDLM—state-space representation of seasonal

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TomDoan
Posts: 7776
Joined: Wed Nov 01, 2006 4:36 pm

SEASONALDLM—state-space representation of seasonal

Unread post by TomDoan »

@SEASONALDLM creates the system matrices for one of a choice of two state space representations for a seasonal.

Detailed description
hardmann
Posts: 247
Joined: Sat Feb 26, 2011 9:49 pm

Parameters of @seasonalDLM

Unread post by hardmann »

Dear Tom:

I have checked the @ seanalDLM procedure. Why does the procedure return [al] and use both [*ap] and [*a] simultaneously. In addition, I would like to know why [ap], [cp], [swp] are used, and whether these parameters are following @ seasonalDLM? If that's the case, when calling @ seanalDLM, the current option is used instead of using parameters according to the procedure. Is it compatible with old code?



Best Regard
Hardmann
TomDoan
Posts: 7776
Joined: Wed Nov 01, 2006 4:36 pm

Re: Parameters of @seasonalDLM

Unread post by TomDoan »

So it wouldn't break any old code (it originally used the parameters). The options are the preferred method. I think that's described in the comments of the procedure file.
hardmann
Posts: 247
Joined: Sat Feb 26, 2011 9:49 pm

Re: SEASONALDLM—state-space representation of seasonal

Unread post by hardmann »

Dear Tom:

Thank you very much, I understand now. I tried to write a related procedure, so I delved into the internal code in detail.

Best Regard
Hardmann
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