Home
Math
Matrices Optimization Linear filters
Statistics
Tests Arima Various
State space framework
Overview Algorithms Models R package
Time series
Seasonal Adjustment
Decomposition Methods Diagnostics
Benchmarking
Overview Benchmarking Temporal disaggregation Calendarization
Nowcasting

Algorithms
Default
Initialization
- Diffuse initialization
- Augmented Kalman filter
Others

Disturbance smoother