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<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/sarimax_internet.ipynb.html">Durbin and Koopman: Box-Jenkins Examples</a></li>
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<h1>Examples<a class="headerlink" href="#examples" title="Permalink to this headline">¶</a></h1>
<p>The following are examples of state space model functionality:</p>
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<li class="toctree-l1"><a class="reference internal" href="user/_notebooks/sarimax_internet.ipynb.html">Durbin and Koopman: Box-Jenkins Examples</a></li>
<li class="toctree-l1"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html">SARIMAX: Introduction</a><ul>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-1-arima">ARIMA Example 1: Arima</a></li>
<li class="toctree-l2"><a class="reference internal" 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-l2"><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-l2"><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-l2"><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>
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<li class="toctree-l1"><a class="reference internal" href="user/_notebooks/local_linear_trend.ipynb.html">State space modeling: Local Linear Trends</a><ul>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/local_linear_trend.ipynb.html#references">References</a></li>
</ul>
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<li class="toctree-l1"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html">Detrending, Stylized Facts and the Business Cycle</a><ul>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#unobserved-components">Unobserved Components</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#data">Data</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#model">Model</a></li>
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<li class="toctree-l1"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html">Dynamic factors and coincident indices</a><ul>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#macroeconomic-data">Macroeconomic data</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#dynamic-factors">Dynamic factors</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#model-specification">Model specification</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#parameter-estimation">Parameter estimation</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#estimates">Estimates</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#post-estimation">Post-estimation</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#coincident-index">Coincident Index</a></li>
<li class="toctree-l2"><a 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-l1"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html">VARMAX models</a><ul>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#model-specification">Model specification</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#example-1-var">Example 1: VAR</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#example-2-vma">Example 2: VMA</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#caution-varma-p-q-specifications">Caution: VARMA(p,q) specifications</a></li>
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