| Subject: | XploRe: Learning Guide |
| See XploRe: |
| Quantlet: | kalm01 | |
| Description: | Generates observations of a state-space model. | |
| Download: | kalm01.xpl |
library("times")
T = 100
randomize(0)
ex = normal(T)~(vec(1:T).*0)
ey = normal(T).*2
H = 1~0
F = #(0.5,1)~#(-0.3,0)
x0 = #(0,0)
ar2 = kemitor(T,x0,H,F,ey,ex)
| Subject: | XploRe: Learning Guide |
| See XploRe: |