Abstract
In this chapter some basic concepts that underlie the general DLM theory are introduced and developed in the context of dynamic linear regression. Although we introduce the general multiple regression model, details of analysis and examples are considered only for the very special case of straight line regression through the origin. Although seemingly trivial, this particular case effectively illustrates the important messages at this introductory stage without the technical complications of larger and more practically important models.
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© 1989 Springer Science+Business Media New York
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West, M., Harrison, J. (1989). Introduction to the DLM: The Dynamic Regression Model. In: Bayesian Forecasting and Dynamic Models. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-9365-9_3
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DOI: https://doi.org/10.1007/978-1-4757-9365-9_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4757-9367-3
Online ISBN: 978-1-4757-9365-9
eBook Packages: Springer Book Archive