Hi Group, I'm trying to build a model to predict a product's sale price. I'm researching the dlm package. Looks like I should use dlmModPoly, dlmMLE, dlmFilter, dlmSmooth, and finally dlmForecast. I'm looking at the Nile River example and I have a few questions: 1. If I only want to predict future sale price based on observed sale price, I should use a univariate model, correct? 2. how do I initiate value for dV and dW? In the example code: dlmModPoly(1, dV = exp(par[1]), dW = exp(par[2])) Why dV and dW was initiated that way? 3. I'm not sure how to read output of dlmForecast. f is matrix of expected values of future observations. new Obs is list of matrices containing the simulated future values of the observations. Should I take f as the forecast result? Or new Obs? 4. In my experiment, f (output from dlmForecast) has all 0s. And I have huge variance like 10016568. Does that mean my result is not valid? Thanks a lot for any insights! Hua [[alternative HTML version deleted]]