Add local level example #449
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Signed-off-by: Victor Garcia Reolid <[email protected]>
Signed-off-by: Victor Garcia Reolid <[email protected]>
Signed-off-by: Victor Garcia Reolid <[email protected]>
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To get familiar with the state space description, I wanted to implement the most simple SS model: the local level. Moreover, I show the StatsModels equivalent model next to it.