R help - Sep 2002 - ts/structTS question

Dear All

I would like to use the StructTS function in the ts library to fit the '

BSM ' model.
I have some, probably basics, questions about the model and about the
function(s):

1) How can I check the statistical significance of the estimated
parameters(variances)?

2) Is there some way to find what component "dominate" the series?

3) Is there a function to produce out-of-sample forecasts from this
model?

Thanks a lot for any help.

Washington S. Silva

OS: Windows 98
R: 1.5.1

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On Sat, Sep 14, 2002 at 01:14:31PM -0300, washington santos da silva
wrote:
> I would like to use the StructTS function in the ts library to fit the
'
> 
> BSM ' model.
> I have some, probably basics, questions about the model and about the
> function(s):
Yes, and you asked them three times in a fairly short space of time.  This
is not a paid-for support line, so you cannot expect to get answers. 

StructTS does give reference on its help page. Did you consider those?

-- 
Good judgement comes from experience; experience comes from bad judgement. 
							    -- Fred Brooks
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r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
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