xKDR · beginner46 · Apr 7, 2023
diff --git a/.DS_Store b/.DS_Store
diff --git a/.github/.DS_Store b/.github/.DS_Store
diff --git a/ARIMA_StateSpaceModels.jl 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
diff --git a/test/.DS_Store b/test/.DS_Store