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DismalPy","Reporting bugs","DismalPy manual contents","Examples","Glossary","DismalPy","Installation","DismalPy License","DismalPy Reference","State Space Models","Dynamic Factors","Kalman filter","Kalman smoother","MLEModel","Model","Representation","SARIMAX","Simulation Smoother","Unobserved Components","Tools","VARMAX","Release Notes","Dynamic factors and coincident indices","State space modeling: Local Linear Trends","Durbin and Koopman: Box-Jenkins Examples","SARIMAX: Introduction","Detrending, Stylized Facts and the Business Cycle","VARMAX models","DismalPy User Guide","State Space Models","State space models","Representation in Python","Maximum Likelihood Estimation","Posterior Simulation","Out-of-the-box models","References"],titleterms:{"class":9,"new":21,"var":[27,34],about:0,addit:[25,30,31],airlin:25,algorithm:33,appendix:22,appli:33,approach:[32,33],arima:25,arma:[30,31,32,33],armax:25,base:9,basic:31,box:[24,34],bug:1,built:9,busi:[26,30,31,32,33],carlo:33,caution:27,chain:33,chang:21,coincid:22,compat:21,compon:[18,26,34],consider:[30,31],content:2,convent:0,cycl:[26,30,31,32,33],data:[22,26,33],depend:6,deprec:21,detrend:26,direct:[32,33],dismalpi:[0,2,5,7,8,21,28],disturb:30,document:0,drop:21,durbin:24,dynam:[10,22,25,34],effect:[25,26],element:30,estim:[22,30,31,32],exampl:[3,5,24,25,27,29,30,31,32],extend:22,extens:9,fact:26,factor:[10,22,34],featur:21,filter:[11,30],forecast:25,friedman:25,from:6,futur:21,gibb:33,glossari:4,guid:[5,28],hast:33,highlight:21,implement:33,improv:21,index:22,indic:22,initi:30,instal:6,integr:[32,33],introduct:25,irregular:26,jargon:4,jenkin:24,kalman:[11,12,30],koopman:24,level:[30,31,32,33],licens:7,likelihood:32,linear:23,local:[23,30,31,32,33],macroeconom:22,manual:[2,5],markov:33,maximum:32,metropoli:33,mlemodel:13,model:[9,14,22,23,25,26,27,29,30,31,32,33,34],mont:33,nile:33,note:21,object:31,orient:31,out:34,output:30,paramet:[22,30,31,32],point:9,post:22,posterior:33,postestim:25,practic:[30,31],prior:33,procedur:6,program:31,pymc:33,python:31,real:[30,31,32,33],recurs:30,refer:[5,8,23,35],regress:26,releas:21,remark:[30,31],report:1,represent:[15,30,31],sampl:33,sarimax:[16,25,34],season:[25,26],simul:[17,30,33],smoother:[12,17,30],sourc:6,space:[9,23,29,30],specif:[22,27],start:9,state:[9,23,29,30],statsmodel:32,styliz:26,support:21,thi:0,tool:19,topic:29,transform:32,trend:[23,26],unobserv:[18,26,34],user:[5,28],varma:27,varmax:[20,27],vma:27}})