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rahul143

2012-Dec-02 16:52 UTC

[R] Kalman Filter Forecast using 'SSPIR'

Dear R Users, 

  

                      I am new to state-space modeling. I am using SSPIR 
package for Kalman Filter. I have a data set containing one dependent 
variable and 7 independent variables with 250 data points. I want to use 
Kalman Filter for forecast the future values of the dependent variable 
using a multiple regression framework. I have used ssm function to 
produce the state space (SS) object, but I am bit confused that how can 
I predict the future values. 

  

Thanks a lot in advance. 

  



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R help - Dec 2012 - Kalman Filter Forecast using 'SSPIR'

[R] Kalman Filter Forecast using 'SSPIR'