add explanatory variables to unobserved_components

LAMPSPUC · Oct 9, 2024 · 7a219e3 · 7a219e3
1 parent 6a86265
commit 7a219e3
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Showing 3 changed files with 240 additions and 64 deletions.
diff --git a/src/StateSpaceModels.jl b/src/StateSpaceModels.jl
@@ -50,6 +50,7 @@ include("models/basicstructural_multivariate.jl")
 include("models/sarima.jl")
 include("models/linear_regression.jl")
 include("models/unobserved_components.jl")
+
 include("models/exponential_smoothing.jl")
 include("models/naive_models.jl")
 include("models/dar.jl")
@@ -87,6 +88,7 @@ export SparseUnivariateKalmanFilter
 export StateSpaceModel
 export UnivariateKalmanFilter
 export UnobservedComponents
+export UnobservedComponentsExplanatory
 export VehicleTracking
 
 # Exported functions