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iMetrica-SSM: A State Space Modeling Graphical User-Interfaced Environment Featuring regComponent
iMetrica-SSM: A State Space Modeling Graphical User-Interfaced Environment Featuring regComponent
Abstract
The SSM (State Space Modeling) module for the iMetrica software is a graphical user-interfaced time series modeling and simulation environment that features computational modeling routines from the REGCMPNT software developed by the US Census Bureau. The SSM environment offers a unique time series modeling software with the primary goal of analyzing economic time series data using the most commonly used features of REGCMPNT. The environment provides an interactive interface to creating stochastic models in state space form that is both fast and boasts an intuitive design for modeling. This paper gives an in-depth overview of the module and a step-by-step guide on building and using all the modeling features of the software environment.
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Page Last Revised - October 8, 2021
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