References/Notes/Attributions:
Source
Durbin, J. and Koopman, S. J. (2001) Time Series Analysis by State Space Methods. Oxford University Press. http://www.ssfpack.com/dkbook/
References
Makridakis, S., Wheelwright, S. C. and Hyndman, R. J. (1998) Forecasting: Methods and Applications. Wiley.