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Pastimes : All Clowns Must Be Destroyed -- Ignore unavailable to you. Want to Upgrade?

To: BGR who wrote (15659)	3/8/2000 9:42:00 PM
From: Oblomov	Read Replies (1) \| Respond to of 42523

Yeah, I went overboard a bit there... algorithmically, though, the methods are pretty straightforward. An autoregression routine just iterates the coefficients until the serial correlation in the model is minimized. And statespace modeling just looks at all possible models in a certain class and keeps the best ones. It's amazing to think that no one even had the computing power to do this stuff until about 15 years ago - now it is available anywhere...