Structural Time Series Analysis and Modelling Package: A Review

Francis Diebold

Journal of Applied Econometrics, 1989, vol. 4, issue 2, 195-204

Abstract: This package performs specialized tasks related to specification, estimation, prediction and diagnostic checking in the context of a particular class of unobserved-components models. It is menu-driven and easy to use. Although the present (first) release suffers from a number of limitations, omissions and bugs, it is nevertheless a useful tool in the hands of a knowledgeable user. Copyright 1989 by John Wiley & Sons, Ltd.

Date: 1989
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