Hello My name is greigiano am student of Applied Economics, Department of Rural Economy. I am working on an article forecasting, which use the dynamic linear model, a model state space. I am wondering all the commands in R, to represent the linear dynamic model and Kalman filter. I am available for any questions. -- DEUS Seja Louvado Que ELE Ilumine sua vida Assim como ELE tem Iluminado a Minha [[alternative HTML version deleted]]
Greigiano Jose Alves <alvesufv at gmail.com> writes:> I am working on an article forecasting, which use the dynamic linear model, > a model state space. I am wondering all the commands in R, to represent the > linear dynamic model and Kalman filter. > I am available for any questions.There are a few libraries out there, available on CRAN: - dlm - dse - sspir I tend to use dlm, myself. Best of luck, Johann
To find out what tools are available in R, you can check out the Time Series task view on CRAN: cran.r-project.org/web/views/TimeSeries.html My personal preference is for package dlm, but here I am probably biased. [discaimer: the following is a sponsored link] For more information on DLMs in R: springer.com/978-0-387-77237-0 Best, Giovanni On Tue, 2010-05-25 at 15:23 -0300, Greigiano Jose Alves wrote:> Hello > My name is greigiano am student of Applied Economics, Department of Rural > Economy. > I am working on an article forecasting, which use the dynamic linear model, > a model state space. I am wondering all the commands in R, to represent the > linear dynamic model and Kalman filter. > I am available for any questions. >-- Giovanni Petris <GPetris at uark.edu> Associate Professor Department of Mathematical Sciences University of Arkansas - Fayetteville, AR 72701 Ph: (479) 575-6324, 575-8630 (fax) definetti.uark.edu/~gpetris