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State Space Models for time series forecasting

Description

This repository provides R files that forecast time series employing State Space Models.

For running the example, the user must download the complete repository.

The current process uses the R-packages "readxl", "xlsx" and "KFAS" (not provided).

Authors

  • Elisa María Jorge González, mathematician at University of La Laguna, member of Joint Research Unit ULL-ISTAC. elisajg0@gmail.com

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State Space Models for time series forecasting

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