SSMMATLAB Examples by Subject
In this chapter, we present several examples of the use of SSMMATLAB to analyze models that can be put into state space form. The examples are classified by subject. All script files and the corresponding data sets are included in SSMMATLAB.
- Box, G. E. P., & Jenkins, G. M. (1976). Time series analysis: Forecasting and control (revised ed.). San Francisco: Holden-Day.Google Scholar
- Gómez, V., & Maravall, A. (2001). Programs TRAMO and SEATS, instructions for the user (Beta Version: June 1997) (Working Paper No. 97001). Dirección General De Presupuestos, Ministry of Finance, Madrid, Spain.Google Scholar
- Lütkepohl, H., & Poskitt, D. S. (1996). Specification of echelon-form VARMA models. Journal of Business and Economic Statistics,14(1), 69–79.Google Scholar