The equation of motion of a discrete linear system has the form of a second-order ordinary differential equation with three real and square coefficient matrices. It is shown that, for almost all ...
This is a preview. Log in through your library . Abstract The collection of variance-covariance matrices for any linear model may be represented, without altering relationships among linear unbiased ...
Use the FORM statement to control the form of the state vector. You can use this feature to force PROC STATESPACE to estimate and forecast a model different from the model it would select ...
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