This package performs specialized tasks related to specification, estimation, prediction and diagnostic checking in the context of a particular class of unobserved‐components models. It is menu‐driven and easy to use. Although the present (first) release suffers from a number of limitations, omissions and bugs, it is nevertheless a useful tool in the hands of a knowledgeable user.
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Francis X. Diebold (1989) studied this question.
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