R code, utilities and data for core DLMS with trend, seasonal and regression components, discount factor specification, and several examples. (Raquel Prado) Some examples use Giovanni Petris' Dynamic Linear Models with R package. Matlab code, utilities and data for Bayesian analysis of AR and TVAR models. Examples include exploration of EEG and climatological (SOI) time series data. (Mike West) R code, utilities and data for introductory factor models. Examples in analysis of troposphere temperature data with 1-factor model, 3-factor model, and dynamic factor model. (Marco Ferreira)

This website provides access to software and examples related to material in our 2021 book. We provide this for educational and research interests. Please respect our intellectual property and do not copy or distribute the software and data to others. Please note that we can provide no support nor assistance with implementations beyond the examples here, nor extensions of the code for other purposes. It is understood by the user that neither the authors nor Duke University bear any responsibility nor assume any liability for any end-use of this software. It is expected that appropriate credit/acknowledgement be given should the software be included as an element in other software development or in publications.