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Quick Introduction to SSMMATLAB

  • Víctor Gómez
Chapter
Part of the Statistics and Computing book series (SCO)

Abstract

In this chapter, we will present some examples on how SSMMATLAB can easily handle some of the more popular univariate and multivariate time series models. In this way, the user can quickly familiarize himself/herself with this software tool.

References

  1. Gómez, V. (2016). Multivariate time series models with linear state space structure. New York: Springer.zbMATHGoogle Scholar

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Víctor Gómez
    • 1
  1. 1.General Directorate of BudgetsMinistry of Finance and Public AdministrationsMadridSpain

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