I need information about space state models in structural model and kalman filtering. I have a univariate time serie and i nedd aplicate space state model Thank's --------------------------------- [[alternative HTML version deleted]]
Kjetil Brinchmann Halvorsen
2004-Dec-06 20:45 UTC
[R]time series - state space (was: no subject)
Rene Pineda wrote:>I need information about space state models in structural model and kalman filtering. I have a univariate time serie and i nedd aplicate space state model > > >Please use an informative subject line! See ?arima and the references therein. See also the R Newsletter, volume 2/2, 2002, downloadable from CRAN Kjetil>Thank's > > > >--------------------------------- > > > [[alternative HTML version deleted]] > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > >-- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra