I was wondering if I could get some advice on how best to diagnose a problem that I am having with StructTS. To illlustrate the problem I have generated a rigged time series: genseq <- function() { x <- numeric(4*365) s <- seq(as.Date("2005-01-01"), as.Date("2008-12-31"), by="month") ob <- as.vector(s[c(10,22,34,46)] - as.Date("2005-01-01")) oe <- as.vector(s[c(11,23,35,47)] - as.Date("2005-01-01")) for(.index in 1:length(ob)) { x[ob[.index]:(oe[.index] - 1)] <- 1 } return(ts(x, frequency=365)) } series <- genseq() series <- ts(c(series, rep(0, nextn(length(series)) - length(series))), frequency = 365) fit <- StructTS(series) plot(cbind(fitted(fit), resids=resid(fit)), main = "StructTS decomposition") This call to StructTS seems to hang indefinitely. Any ideas? Thank you. Kevin