Ashim Kapoor
2018-Nov-24 07:30 UTC
[R] Help needed regarding dlm model on stats.stackexchange
Dear all, I have created a time varying parameters regression. When I do that I have a parameter which is AR1. I am not able to recover this parameter. My query is posted here : https://stats.stackexchange.com/questions/377295/unable-to-recover-time-varying-ar1-parameter-from-state-space-model I did not receive a reply so I am posting here. Many thanks, Ashim. [[alternative HTML version deleted]]