The R Project SVN R

Rev

Rev 61160 | Rev 65999 | Go to most recent revision | Show entire file | Ignore whitespace | Details | Blame | Last modification | View Log | RSS feed

Rev 61160 Rev 61433
Line 37... Line 37...
37
  the estimated standard errors.  Both components are time series.
37
  the estimated standard errors.  Both components are time series.
38
}
38
}
39
\references{
39
\references{
40
  Durbin, J. and Koopman, S. J. (2001) \emph{Time Series Analysis by
40
  Durbin, J. and Koopman, S. J. (2001) \emph{Time Series Analysis by
41
    State Space Methods.}  Oxford University Press.
41
    State Space Methods.}  Oxford University Press.
42
  
42
 
43
  Harvey, A. C. and McKenzie, C. R. (1982) Algorithm AS182.
43
  Harvey, A. C. and McKenzie, C. R. (1982) Algorithm AS182.
44
  An algorithm for finite sample prediction from ARIMA processes.
44
  An algorithm for finite sample prediction from ARIMA processes.
45
  \emph{Applied Statistics} \bold{31}, 180--187.
45
  \emph{Applied Statistics} \bold{31}, 180--187.
46
 
46
 
47
  Harvey, A. C. (1993) \emph{Time Series Models},
47
  Harvey, A. C. (1993) \emph{Time Series Models},