Question: Develop software to implement the forward ltering/sequential updat ing analysis, and the retrospective smoothing computations, for the ex changeable time series DLM with time-varying observational

Develop software to implement the forward ltering/sequential updat ing analysis, and the retrospective smoothing computations, for the ex changeable time series DLM with time-varying observational covariance matrix under the matrix beta evolution model. Explore the exchange rate time series data in your code development, aiming to reproduce aspects of the example detailed in Section 10.4.6.

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