This paper discusses and documents the algorithms of SsfPack 2.2. SsfPack is a suite of C
routines for carrying out computations involving the statistical analysis of univariate and …

Publisher Summary Structural time series model is one which is set up in terms of
components, which have a direct interpretation. Thus, for example, one may consider the …

This new edition updates Durbin & Koopman's important text on the state space approach to
time series analysis. The distinguishing feature of state space time series models is that …

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 …

The observations in parameter-driven models for time series of counts are generated from
latent unobservable processes that characterize the correlation structure. These models …

This study estimates electricity demand functions for Sri Lanka using six econometric
techniques. It shows that the preferred specifications differ somewhat and there is a wide …

This paper develops a two-step approach to investigate the effect of energy efficiency
improvements on CO 2 emissions at the macro level. We use the index decomposition …

This research investigates the relationship between Turkish industrial electricity
consumption, industrial value added and electricity prices in order to forecast future Turkish …

Saudi Arabia has regulated domestic energy prices for decades, setting them below
international market levels. Energy subsidies in Saudi Arabia are generally implicit because …

This paper demonstrates the importance for energy demand modelling of allowing for trends
and seasonal effects that are stochastic in form. Inherent underlying trends may be non …