Hi *, Firstly, thank you so much for your time to read my email. In R, without compiling source code, is it possible to observe internal state in Kalman Filter when predict.arima method is used for time series prediction? i.e. given a time series, given an ARIMA model, how to observe the state variable in R? (like a step by step debugging in c++). If compiling is a must, which tool is used usually to compile R source code on windows? Thanks will