NbbTools

Class libraries guide

• Time series
  • Simple time series
• Econometrics
  • Regression
    • Outliers
  • Likelihood
• Arima model
  • General design
  • Arima
  • SArima
  • GeneralizedAirline
• Unobserved components model
  • General design
  • Canonical decomposition
• State space framework
  • Definitions
    • Basic state-space forms
    • ARIMA models
    • UCARIMA models
  • General design
  • Univariate models
    • Ordinary Kalman filter and smoother
    • Chandrasekhar recursions
    • Likelihood
  • Multivariate models
    • Univariate treatment of multivariate models
    • Ordinary Kalman filter and smoother
    • Array filter (square root)
    • Fast Array filter (square root Chandrasekhar)
    • Likelihood
• Tramo-Seats
  • General design
  • Tramo specification
• Real functions