kmc

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Including exogenous (predictor) variables in the state equation of a state space model
I'm trying to estimate a state space model of the form x(t) = Ax(t-1) + Gz(t-1) + Bu(t) y(t) = Cx(t) + De(t) where z(t)...

9 years 前 | 1 个回答 | 1

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