Page 1 of 1

SEASONALDLM—state-space representation of seasonal

Posted: Fri Jun 29, 2018 6:23 am
by TomDoan
@SEASONALDLM creates the system matrices for one of a choice of two state space representations for a seasonal.

Detailed description

Parameters of @seasonalDLM

Posted: Mon Oct 28, 2024 9:40 am
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

Re: Parameters of @seasonalDLM

Posted: Mon Oct 28, 2024 10:50 am
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.

Re: SEASONALDLM—state-space representation of seasonal

Posted: Mon Oct 28, 2024 6:53 pm
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