[R] Problem with the command "StrucTS" that fits a basic structural model for time series

Gabor Grothendieck
Sat, 02 Jun 2007 17:10:29 -0000

Your frequency is 1.  Suppose it were 3 :

> (fit <- StructTS(ts(x, freq = 3),type = "BSM"))

Call:
StructTS(x = ts(x, freq = 3), type = "BSM")

Variances:
  level    slope     seas  epsilon
 3.0225   0.0000   0.1617  18.0978

On 6/2/07, hassen62 at voila.fr <hassen62 at voila.fr>
wrote:
> Hi everybody,
> I'am very interested with the basic structural model of time series. So
I used the command "StructTS" but I failed to obtain a desirable
output, in fact when I write in R Console the following lines:
> >
x=(1,2,3,4,5,2,25,14,12,13,11,6,9,24,12,13,14,12,12,14,11,12,14,15,20,21,22,23,21,25,28)
> >(fit <- StructTS(x,type = "BSM"))
> I obtained the following message:"error in makeBSM(x, nf): the
frequency has to be  positif  entire for BSM"
> I would like via this command(StrucTS) obtain estimation of seasonality and
local level trend components of the time series "x".
> Can you help me please . Thanks.
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>
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