JDemetra+
Home
Quick Start
Math
Matrices
Optimization
Various
Statistics
Tests
Arima
Various
State space framework
Main algorithms
Implementations
Time series
Seasonal Adjustment
Decomposition
Methods
Diagnostics
Benchmarking
Overview
Benchmarking
Temporal disaggregation
Calendarization
Initialization
Augmented Kalman filter
Diffuse initialization
State space framework
Notations
Ordinary filter
CKMS filter
Likelihood evaluation
Array filter
Ordinary smoother
Augmented Kalman filter