Hi,

I finished reading my book looking for mistekes to compile the errata. You find the result under the menu entry ‘Errata‘. Please, signal other eventual errors or typos using either this blog (you can write your comments to the page ‘Errata’) or my email (matteo.pelagatti@unimib.it).

Hi,

now the site contains

• all the data used in the book,
• code of the basic structural model applied to the airline time series for all considered software packages,
• code of the first two case studies in the book for the software packages Ox/SsfPack and R,
• errata up to date 30 August 2015.

Hallo,

the site now contains

1. all the data of the book’s examples and case studies,
2. the basic structural model (BSM) code for the famous Box-Jenkins Airline time series relative to all the different software packages considered in the book.

In the next days I will be adding the code for the various examples and case studies in the book. Ox/SsfPack and R will come first, and then the other packages will follow when the model is feasible in that package.

This is the blog to the book Time Series Modelling with Unobserved Components, which is going to be released on August 2015.

You will find data, code and errata related to the book and you will be able to interact with me, the author.

Untill the release of the book I will be working on the contruction of the site, then you will be able to download material and write posts.

The site will be operative by mid August.

Thanks for your interest.