Washington Santos Silva
2002-Oct-16 03:01 UTC
[R] StructTS basic question (Without html-ification, I hope!)
Dear list 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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._