Application usig the RJDemetra package. Other applications can be found here: example 1 example 2 example 3 Read more →
Here, I will describe the main features of the model developed by Basselier, de Antonio Liedo, Jonckehere and Langenus (2018), and illustrate how it can be estimated using the R package rjssf, which exploits the Java libraries defining the state-space framework (SSF) of JDemetra+. A completely unrelated SSF application regarding the specification of an error component structure to improve signal extraction in surveys can be found here Read more →
Here, we show how to specify the complex structure of the measurement errors that may appear in surveys with a rotating panel design. I briefly describe the model for the errors proposed by ELLIOTT, D. (2017), and I will show you how to specify it with the R package rjssf, which exploits the Java libraries defining the state-space framework (SSF) of JDemetra+. A completely unrelated SSF application regarding a structural model to forecast inflation can be found here Read more →