Comments on: Unobserved Components Models; The Local Level Model https://www.aptech.com/blog/unobserved-components-models-the-local-level-model/ GAUSS Software - Fastest Platform for Data Analytics Mon, 21 Nov 2022 13:02:26 +0000 hourly 1 By: Eric https://www.aptech.com/blog/unobserved-components-models-the-local-level-model/#comment-2383 Mon, 21 Nov 2022 13:02:26 +0000 https://www.aptech.com/?p=11582842#comment-2383 Hello,

This model can be estimated using the GAUSS state space library. The library is in the testing stage but will soon be available for purchase. If you are interested in obtaining the library please email me directly at eric@aptech.com

Eric

]]> By: 010581 https://www.aptech.com/blog/unobserved-components-models-the-local-level-model/#comment-2381 Sun, 20 Nov 2022 10:53:11 +0000 https://www.aptech.com/?p=11582842#comment-2381 That;s Great! Could you post the codes？ Thanks.

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