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Time Series Analysis and Control Examples |

The BAYSEA subroutine assumes the same prior distribution of the trend and seasonal components that correspond to the missing observations. A modification is made to skip the components of the vector that correspond to the missing observations. The vector is defined in the section, "Bayesian Constrained Least Squares". In addition, the TSBAYSEA subroutine considers outliers as missing values. The TSDECOMP and TSTVCAR subroutines skip the Kalman filter updating equation when the current observation is missing.

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