SsfPack : Statistical Algorithms for Models in State Space Form
SsfPack 3.0
Software Development for Statistical Time Series Analysis and Forecasting
A suite of C routines developed for state space time series models
Computationally efficient and fast
All C routines are optimized for their use within the Kalman filter and related methods.
Reliable for univariate and multivariate models
All methods can be used for high-dimensional models with possibly complex linear structures.
Easy-to-use
Online support with documentation and examples for a wide range of time series models
UNDER CONSTRUCTION
This website is under construction, its release is planned for December 2025.
More information
- TBA
- See “Statistical algorithms for models in state space using SsfPack 2.2, by S.J. Koopman, N. Shephard and J.A. Doornik, The Econometrics Journal, Volume 2, Issue 1, 1 June 1999, Pages 107–160.
- https://doi.org/10.1111/1368-423X.00023
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CEO, SsfPack Consulting
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