      A Dynamic Systems Estimation library. 
         Paul Gilbert, Bank of Canada

The functions in this library are designed for estimating and
converting among various state space and ARMA representations of time
series models. A brief summary of some of the more important functions
is available with help(DSE) once the library is attached.  Help
documention is available for individual function. Use the keyword "time
series" if you have help.start() running. A "Brief User's Guide" is
available in guide.ps. This is a postscript file. It should be found in
the directory where the library is installed.  For more details on the
representation of models see the help for TSmodel and TSestModel. For
details of some of the underlying theory and examples of the
capabilities of the system see 'State Space and ARMA Models: An
Overview of the Equivalence', P. Gilbert, Bank of Canada working paper
93-4. This may also available in a postscript file in the directory
where the library is installed. Examples of the use of several
functions can be seen in the functions example.tests and
BOC.paper.tests.


