State space modeling using SAS

Journal of Statistical Software

Volumn 41, Issue 12, 2011, Pages 1-13

  Selukar, Rajesh ^a  

^a SAS INSTITUTE INC   (United States)

Author keywords

ARIMA; Kalman lter; SAS ETS; SAS IML; State space model; Unobserved components

Indexed keywords

EID: 79961218198     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i12     Document Type: Article

References (14)

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