Dear R-list,
I try to use StructTS for some univariate time series, with a
type="BSM". I
have two questions:
1-in the "fitted" value of the object, it seems to me that for getting
back
fitted values, one have to add level, slope and seasonal (or "level"
contains already the two other ones)
2-i am really circumspect about the results of "KalmanForecast"
because I
get some previsions which seem to be not seasonal. Does the forecast concern
only the "level" (and in this case, how is it possible to get real
prediction as the seasonality and the slope are not forecasted?)??
Thanks in advance for any help, with my best, erik.
PS: packages dse seem to be very appealing but complex. Comparing with
StructTS, are they really usefull for predictions??
================================Erik-André SAULEAU MD, PhD
SEAIM
Centre hospitalier
87, Avenue d'Altkirch
BP 1070
F-68051 Mulhouse Cédex
Tel: (0033)389646753
Mel: sauleauea@ch-mulhouse.fr <mailto:sauleauea@ch-mulhouse.fr>
Web: www.ch-mulhouse.fr <http://www.ch-mulhouse.fr/>
================================Registre des Cancers du Haut-Rhin
9, Rue du Dr Mangeney
BP 1370
F-68070 Mulhouse Cédex
Tel: (0033)389646251
Web: www.arer68.org <http://www.arer68.org/>
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