Time Series Analysis and Examples

CALL KALCVF (pred, vpred, filt, vfilt, data, lead, a, f, b, h, var <, z0, vz0>);

CALL KALCVS (sm, vsm, data, a, f, b, h, var, pred, vpred <,un, vun>);

CALL KALDFF (pred, vpred, initial, s2, data, lead, int, coef, var, intd, coefd <, n0, at, mt, qt>);

CALL KALDFS (sm, vsm, data, int, coef, var, bvec, bmat, initial, at, mt, s2 <, un, vun>);