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State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode
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Document Date: 2015-03-11 13:06:01
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State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode