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You can work today comfortable from your homehttp://www.dinamicaconsulting.com/homebiz.php?caolID=f2w2
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>From the help document on KalmanLike, KalmanRun, etc., I see the linear Gaussian state space model is a <- T a + R e y = Z' a + eta following the book of Durbin and Koopman. In practice, it is useful to run...
Prof Ripley, Thanks for explanation. I now understand where KalmanLike fits. I should not use "exogenous factor". It should be called "exogenous variable" or "inputs" or "known effects". My study on how trading sizes impact on stock prices has trading...
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