Hello. I'm playing with Kalman filter. library(sspir) m1 <- SS(y=t(t(sin(1:20)))) # dummy data plot(m1$y, type="l") m1.f <- kfilter(m1) m1.s <- smoother(m1.f) lines(m1.f$m, lty="dotted",col="blue") lines(m1.s$m, lty="dotted",col="red") I was wondering how it's possible to forecast using "sspir" library. I read the topic "Kalman Filter Forecast using SSPIR", but I have no a great math basis, so I need an hint to write the forecasting code. Another great package I explored is "dse". It seems there is a function to do forecasting, but I am not to be able to translate my snippet using "dse" library. Can you help me? Thanks in advance, Alberto Santini [[alternative HTML version deleted]]