State-space modeling workshop


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State-space modeling workshop



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Exercise 1

Exercise 1: Mute swans on the river Thames. This is a 100 year time series. This shows you an example where process and non-process error can be separated.

Type 'Lab2' at matlab prompt.
When asked for data code, type 6 (this is the Mute swan time series).
Be patient, the likelihood profiles are going to take a minute or two since this is such a long time series.

Things to note: While this is a 100 year time series, the CIs on mu still include both negative and positive values. Thus, this data could easily be produced with either a slightly declining or increasing CDA.

Created on May 7, 2007 at 03:28:39 PM by eli

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