Dynamic linear models for time series components / by Estela Bee Dagum and Benoit Quenneville.: CS11-614/89-20E-PDF

"This paper describes a general state space approach for the modelling of the components and the calculation of the mean square errors of the estimated unobserved components"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838353&sl=0

Publication information
Department/Agency Canada. Statistics Canada. Methodology Branch.
Title Dynamic linear models for time series components / by Estela Bee Dagum and Benoit Quenneville.
Series title Working paper ; 89-20
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) Digitized edition from print [produced by Statistics Canada].
"Working Paper No. TSRA-89-020E."
Includes bibliographic references.
Abstract in French.
Publishing information [Ottawa] : Statistics Canada, [1989].
Author / Contributor Dagum, Estela Bee.
Quenneville, Benoit,1959-
Description 19, [2] p. : figures.
Catalogue number
  • CS11-614/89-20E-PDF
Departmental catalogue number 11-614E
Subject terms Methodology
Statistical analysis
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