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Specify Unit Root State Variables
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Specify Unit Root State Variables
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Specify which state variables have a unit root. If your model has unit roots, then YADA needs to know how to treat these when selecting an initial covariance matrix for the state variables before running the Kalman filter.
Page url: http://www.texlips.net/yada/help/index.html?specify_unit_root_state_variab.htm