diff --git a/.DS_Store b/.DS_Store new file mode 100644 index 0000000..5c72fa4 Binary files /dev/null and b/.DS_Store differ diff --git a/.github/.DS_Store b/.github/.DS_Store new file mode 100644 index 0000000..2855005 Binary files /dev/null and b/.github/.DS_Store differ diff --git a/ARIMA_StateSpaceModels.jl b/ARIMA_StateSpaceModels.jl new file mode 100644 index 0000000..79c7572 --- /dev/null +++ b/ARIMA_StateSpaceModels.jl @@ -0,0 +1,15 @@ +using StateSpaceModels, CRRao, DataFrames + +# load the data +data = DataFrame(x = [1.3, 2.5, 3.1, 4.7, 5.2, 6.8]) + +# define the state space model +ssm = SSModel(data.x, ARIMA(p=1, d=1, q=1)) + +# perform Kalman filtering and smoothing +kalman_result = kalman(ssm) + +# get estimated states and observations +est_states = states(kalman_result) +est_obs = observations(kalman_result) + diff --git a/src/.DS_Store b/src/.DS_Store new file mode 100644 index 0000000..8e1dc8c Binary files /dev/null and b/src/.DS_Store differ diff --git a/test/.DS_Store b/test/.DS_Store new file mode 100644 index 0000000..405203a Binary files /dev/null and b/test/.DS_Store differ