Table of Contents
1. Introduction
2. The Local Level Model
3. The Local Linear Trend Model
4. The Local Level Model with Seasonal
5. The Local Level Model with Explanatory Variable
6. The Local Level Model with Intervention Variable
7. The
UK
Seat Belt and Inflation Models
8. General Treatment of
Univariate
State
Space Models
9. Multivariate Time Series Analysis
10. State Space and Box-Jenkins Methods for Time Series Analysis
11.
State
Space Modelling in Practice
12. Conclusions
Appendix A
UK
Drivers KSI and Petrol Price
Appendix B Road Traffic Fatalities in
Norway
and
Finland
Appendix C
UK
Front and Rear Seat Passengers KSI
Appendix D
UK
Price Changes
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