State Space Models

All state space models are written and estimated in the R programming language. The models are available here with instructions and R procedures for manipulating the models here here.

Friday, May 23, 2025

About

 


This blog takes it's title from a book by Nelson Goodman Fact, Fiction and Forecast. The blog documents and explains World-System state pace models and forecasts the results out into the future. No one can know the future and forecasting, at first glance, might seem foolish. Forecasting may or may mot help us understand the future but it does help us understand our quantitative models. So, we keep doing it.

Code for my state space models is available in Google Sites. A list of my blogs is available here. More information about the statistical state space models is available here.

No comments:

Post a Comment