STAT 582 HANDOUTS AND CLASS NOTES

Slides on First Order Polynomial DLMs.

R code for First order DLMs.

Slides on Regression DLMs.

R code for Regression DLM.

Sales market data from Chapter 3.

Summary slides from Chapter 4.

R code for First order DLM, unknown variance case/discount factors with retrospective analysis.

DLMs example with Brazilian IPI.