• | Selected Sample: Lets you select the estimation sample. The estimation sample is the maximum sample that can be used when computing, e.g., the log posterior, point estimates of the parameters etc. If you have selected the first observation after Kalman filter training sample to be after the first period in the estimation sample, then YADA will use a training sample for the Kalman filter. This sample is not used when computing the value of the log likelihood. |
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