LOCALDLM—system matrices for local level/trend models

Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

LOCALDLM—system matrices for local level/trend models

Unread post by TomDoan »

@LOCALDLM sets up the system matrices for a local level or local trend state space model.

Detailed description


Last bumped by TomDoan on Fri Jun 29, 2018 6:22 am.
Post Reply