Installation instructions:

To install SSMMATLAB, uncompress the file and copy its contents
into a directory, for example SSMMATLAB. There should be 449 files
with extension m (MATLAB m-files). There should also be five
subdirectories with names DATA, GRAPHS, RESULTS, SPEC, and USMSPEC.
All the data files used in the demos are in the subdirectory DATA.
The subdirectory GRAPHS is where sometimes graphs are written. The
subdirectory RESULTS is where sometimes program results are
written. In the subdirectory SPEC, you can find all specification
files for the different ARIMA and transfer function demos. That is,
each specification file contains instructions to read data,
generate structures, etc. Finally, the subdirectory USMSPEC has the
same function than the subdirectory SPEC, but for univariate
structural models.

The files of the form *d_m contain demos, most of which are
described in the new book 'Linear Time Series With Matlab and
Octave'.

If the user desires to work in a directory different to the one in
which SSMMATLAB has been installed, he should first add to the
MATLAB path the directory where SSMMATLAB has been installed. Then,
if the new directory in which the user intends to work is called
WORK, for example, the user can start working with SSMMATLAB
without having to create any subdirectory. Depending on the
programs that are run, sometimes graphs or reports are written into
the subdirectories GRAPHS or RESULTS, respectively, that are
automatically created by the programs if they do not already exist.
In addition, if the user intends to call functions arimaestos or
usmestos, he should previously create the subdirectories SPEC and
USMSPEC, respectively, where he should write the required
specification functions, as described in the book mentioned
earlier.

All the functions in SSMMATLAB have been proved to also run under
the free software OCTAVE platform.