[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: time series query
sacrificial academic ;-)
I am a beginner in the use of time series techniques
I have recently come across an article that discusses a technique that
I would very much like to use (Penzer, J (2007), "State Space Models for
Time Series with Patches of Unusual Observations," _Journal of Time
Series Analysis_, available online as of 2/7/07 but not yet published in the
I have no idea whether what he is talking about can be estimated in
Stata; I have looked at the TS manual and don't see anything about
state space models.
Thus, the prime question is whether Penzer's technique can be
estimated in Stata? A secondary question is whether Stata can
be used to estimate general state space meodel?
* For searches and help try: