kalman filter algorithm

In recent years¡ carbon dioxide emissions have been a significant increase in the transport sector. Therefore¡ accurate modeling of carbon dioxide emissions is important to adopt a policy by managers and policy makers in the transport sector. This study using underlying trend concept and create a state- space model¡ Kalman filter algorithms which were estimated structural model of Environmental Kuznets Curve in the transport sector. The data used in this study is the annual time series over the period 1346-1392. The nature of the underlying trend is smooth¡ rising and non-linear. According to likelihood ratio statistic¡ most appropriate structure for hyper parameters¡ were local level model with drift model. The results indicate that the structural time series models¡ according to the implicit import (technology) inverted U relationship is confirmed for the transport sector. Also¡ The transport sector is on the descending curve. Variable coefficient of energy consumption in the transport sector is based on the theory and it is positive. According to the results of the assessment¡ to reduce carbon dioxide emissions¡ policy-makers and managers can plan to increase value added in transport and investing in new technologies.

This paper aims to estimate the optimal prices of gasoline and gas oil in the transportation sector based on Ramsey pricing is the external cost. The model proposed in this paper analyzes both the supply and demand for gasoline and gas oil is a structural time series models. Results show price elasticity of gasoline and gas oil demand in the transportation sector was less than a -0.3 and -0.2 are, respectively. The results also suggest that the marginal cost of production per liter of gasoline and gas oil based on 1386 statistics, respectively, 4856 and 4706 is IRR. The results indicate that the external marginal cost per liter of gasoline and gas oil consumption in transportation sector respectively 1039.4 and 1108.3 is the IRR. Finally, the optimal prices for gasoline and gas oil obtained from the transport sector based on 1386 statistics, respectively 5316.3 and 4988.2 is the IRR.