STAT 582 HANDOUTS AND CLASS NOTES
Slides
on First Order Polynomial DLMs.
R
code
for First order DLMs.
Slides
on Regression DLMs.
R
code
for Regression DLM.
Sales market
data
from Chapter 3.
Summary
slides
from Chapter 4.
R
code
for First order DLM, unknown variance case/discount factors with retrospective analysis.
DLMs
example
with Brazilian IPI.