Worked Examples

The examples are executable documentation. Each script is small enough to run independently and is designed to answer a concrete question.

Time Series — primary applied examples

Example What it demonstrates
examples/08_eviews_time_series_workflow.py Workfile creation, EViews-style expressions, equation estimation, ADF and model estimation
examples/09_state_space_kalman.py Linear-Gaussian state-space filtering and missing-observation semantics
examples/10_state_space_workflow.py End-to-end filtering, smoothing, innovation diagnostics, adequacy and forecasting

These examples correspond directly to the Time Series User Guide.

Stochastic Processes

Example What it demonstrates
examples/01_discrete_markov_chain.py Markov-chain construction, transition probabilities and stationarity
examples/02_poisson_process.py Homogeneous Poisson-process construction
examples/02_poisson_complete.py Extended Poisson and non-homogeneous operations
examples/03_continuous_markov_chain.py Core CTMC workflow
examples/03_cmtc_complete.py CTMC transitions, paths and holding/jump operations
examples/04_birth_death_process.py Birth-death construction and formulas
examples/05_conditional_expectation.py Finite conditional expectation
examples/05_conditional_expectation_complete.py Extended probability-space operations
examples/06_martingale.py Discrete-time martingale workflow
examples/07_api_operations.py Cross-namespace public API operations
examples/api_quickstart.py Minimal package entry point

How to use an example

Run a single example:

python examples/08_eviews_time_series_workflow.py

Or run the full example suite:

for example in examples/*.py; do
    echo "=== $example ==="
    python "$example"
done

The CI pipeline executes the same scripts. This keeps the documentation examples synchronized with the actual public API instead of allowing tutorial code to become stale.