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TeamMoos/local-level-model-with-explanatory-variable

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local level model with explanatory variable

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A local level model with explanatory variable applied to Covid-19 case numbers and temperature. Please don't over interpret the results, because Correlation is not equal Clausality.

Source

  • COMMANDEUR, Jacques JF; KOOPMAN, Siem Jan. An introduction to state space time series analysis. Oxford university press, 2007
  • DURBIN, James; KOOPMAN, Siem Jan. Time series analysis by state space methods. Oxford university press, 2012
  • Kotzé, Kevin. Tutorial: State-Space Modelling. [online] Kevinkotze.github.io. Available at: https://kevinkotze.github.io/ts-4-tut/ [Accessed 01 April 2021].

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A local level model with explanatory variable applied to Covid-19 case numbers and temperature

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