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This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n

State-space methods. --- Time-series analysis. --- Espace d'état, méthodes de l' --- Série chronologique --- Time-series analysis --- State-space methods --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- 519.55 --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- System analysis --- Espace d'état, méthodes de l' --- Série chronologique --- time series analysis --- econometrie