Statespace models
=================

Linear Gaussian statespace models with Kalman filtering and smoothing:
classical time series models (SARIMAX, VARMAX, ETS) and structural models
built from interpretable components (trend, seasonality, cycles,
autoregressive errors).

.. automodule:: pymc_extras.statespace
.. toctree::
   :maxdepth: 1

   ../statespace/core
   ../statespace/filters
   ../statespace/models