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<!DOCTYPE html> <!--[if IE 8]><html class="no-js lt-ie9" lang="en" > <![endif]--> <!--[if gt IE 8]><!--> <html class="no-js" lang="en" > <!--<![endif]--> <head> <meta charset="utf-8"> <meta name="viewport" content="width=device-width, initial-scale=1.0"> <title>DismalPy License — DismalPy 0.2.1 documentation</title> <link rel="stylesheet" href="_static/css/theme.css" type="text/css" /> <link rel="author" title="About these documents" href="about.html"/> <link rel="top" title="DismalPy 0.2.1 documentation" href="index.html"/> <link rel="next" title="Glossary" href="glossary.html"/> <link rel="prev" title="Reporting bugs" href="bugs.html"/> <script src="_static/js/modernizr.min.js"></script> </head> <body class="wy-body-for-nav" role="document"> <div class="wy-grid-for-nav"> <nav data-toggle="wy-nav-shift" class="wy-nav-side"> <div class="wy-side-nav-search"> <a href="contents.html" class="icon icon-home"> DismalPy </a> <div role="search"> <form id="rtd-search-form" class="wy-form" 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href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-2-arima-with-additive-seasonal-effects">ARIMA Example 2: Arima with additive seasonal effects</a></li> <li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-3-airline-model">ARIMA Example 3: Airline Model</a></li> <li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-4-armax-friedman">ARIMA Example 4: ARMAX (Friedman)</a></li> <li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-postestimation-example-1-dynamic-forecasting">ARIMA Postestimation: Example 1 - Dynamic Forecasting</a></li> </ul> </li> <li class="toctree-l2"><a class="reference internal" href="user/_notebooks/local_linear_trend.ipynb.html">State space modeling: Local Linear Trends</a><ul> <li class="toctree-l3"><a class="reference internal" 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class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#appendix-1-extending-the-dynamic-factor-model">Appendix 1: Extending the dynamic factor model</a></li> </ul> </li> <li class="toctree-l2"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html">VARMAX models</a><ul> <li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#model-specification">Model specification</a></li> <li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#example-1-var">Example 1: VAR</a></li> <li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#example-2-vma">Example 2: VMA</a></li> <li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#caution-varma-p-q-specifications">Caution: VARMA(p,q) specifications</a></li> </ul> </li> </ul> </li> <li class="toctree-l1"><a class="reference internal" href="user/index.html">DismalPy User Guide</a><ul> <li class="toctree-l2"><a class="reference internal" href="user/ssm.html">State Space Models</a><ul> <li class="toctree-l3"><a class="reference internal" href="user/ssm.html#topics">Topics</a><ul> <li class="toctree-l4"><a class="reference internal" href="user/ssm/2-state_space_models.html">State space models</a></li> <li class="toctree-l4"><a class="reference internal" href="user/ssm/3-python_representation.html">Representation in Python</a></li> <li class="toctree-l4"><a class="reference internal" href="user/ssm/4-maximum_likelihood_estimation.html">Maximum Likelihood Estimation</a></li> <li class="toctree-l4"><a class="reference internal" href="user/ssm/5-posterior_simulation.html">Posterior Simulation</a></li> <li class="toctree-l4"><a class="reference internal" href="user/ssm/6-out-of-the-box_models.html">Out-of-the-box models</a></li> <li class="toctree-l4"><a class="reference internal" href="user/ssm/9-references.html">References</a></li> </ul> </li> <li class="toctree-l3"><a class="reference internal" href="user/ssm.html#examples">Examples</a><ul> <li class="toctree-l4"><a class="reference internal" href="user/_notebooks/sarimax_internet.ipynb.html">Durbin and Koopman: Box-Jenkins Examples</a></li> <li class="toctree-l4"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html">SARIMAX: Introduction</a></li> <li class="toctree-l4"><a class="reference internal" href="user/_notebooks/local_linear_trend.ipynb.html">State space modeling: Local Linear Trends</a></li> <li class="toctree-l4"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html">Detrending, Stylized Facts and the Business Cycle</a></li> <li class="toctree-l4"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html">Dynamic factors and coincident indices</a></li> <li class="toctree-l4"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html">VARMAX models</a></li> </ul> </li> </ul> </li> </ul> </li> <li class="toctree-l1"><a class="reference internal" href="reference/index.html">DismalPy Reference</a><ul> <li class="toctree-l2"><a class="reference internal" href="reference/ssm.html">State Space Models</a><ul> <li class="toctree-l3"><a class="reference internal" href="reference/ssm.html#built-in-models">Built-in models</a><ul> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/sarimax.html">SARIMAX</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/structural.html">Unobserved Components</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/varmax.html">VARMAX</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/dynamic_factor.html">Dynamic Factors</a></li> </ul> </li> <li class="toctree-l3"><a class="reference internal" href="reference/ssm.html#extension-starting-point">Extension starting point</a><ul> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/mlemodel.html">MLEModel</a></li> </ul> </li> <li class="toctree-l3"><a class="reference internal" href="reference/ssm.html#base-classes">Base classes</a><ul> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/representation.html">Representation</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/kalman_filter.html">Kalman filter</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/kalman_smoother.html">Kalman smoother</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/simulation_smoother.html">Simulation Smoother</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/model.html">Model</a></li> <li class="toctree-l4"><a class="reference internal" href="reference/ssm/tools.html">Tools</a></li> </ul> </li> </ul> </li> </ul> </li> <li class="toctree-l1"><a class="reference internal" href="installation.html">Installation</a><ul> <li 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