USCPI.csv |
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US CPI inflation data.
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UC_EM.m |
UC_EM.r |
Unobserved components model example.
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SURform.m |
SURform.r |
Support function for the time-varying parameter AR example.
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TVPAR.m |
TVPAR.r |
Time-varying parameter AR model example. Uses SURform.m. Note: uses
Matlab Statistics Toolbox gamrnd.m instead of gamrand.m
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SVRW.m |
SVRW.r |
Support function for the unobserved components model with stochastic volatility.
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UCSV.m |
UCSV.r |
unobserved components model with stochastic volatility
example. Uses SVRW.m and gamrand.m
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gamrand.m |
gamrand.r |
Gamma random variable generator
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