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Re: st: Kalman filter


From   Lars Korsholm <[email protected]>
To   [email protected]
Subject   Re: st: Kalman filter
Date   Thu, 8 Aug 2002 18:50:58 +0200 (MEST)

Try -findit kalman-

(Itpoints to -help arima-)

Best Lars


On Wed, 7 Aug 2002, Konstantin Komissarov wrote:

> Are there any commands for estimating a Kalman filter with ARMA model?
> 
> Best regards
> 
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............................................
: Lars Korsholm Ph.D.,                     :
:  Department of Statistics and Demography :
:  University of Southern Denmark          :
:  Sdr. Boulevard 23A, 1.                  :
:  DK-5000 Odense C                        :
: Phone   +45 6550 3608                    :
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:..........................................:


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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