//
//kalman filter command
//
//This command kalman filter using space status equation.
//

//Syntax with options
kalman time_data/
model=kalman.csv@
;

//Option
model=file name //this file is defined space status equation. 
npre=nn         //num of prediction
ndata=nn        //start point of time_data.
//
//Example 1
//prediction span is 15 day.
//
//read time sirease of daily stock data and defined space status by file.
get stockdata.csv@;




//Execute kalman filter for prediction 15 day.
kalman data1 /
npre=15
ndata=0
model=kalman\model1.csv@
;
//Model is defined as status space model which is consist of trend and AR modle.




 This status space model is defined in csv file as below.
 



//Edit output for sumation trend data and AR data.
get freq@ana;
xpx = xp_0 + xp_2;

//View last 70day with prediction 15 day.
if(# >= 180) {
  outrec;
}
plot line data1 xpx;