Displaying 1 result from an estimated 1 matches for "hotann".
Did you mean:
otann
2014 Jan 08
0
Strange behaviour of `dlm` package
...advance!
Martin Zuba
References:
dlm introductory paper
<http://cran.r-project.org/web/packages/dlm/vignettes/dlm.pdf> by Giovanni
Petris (2009)
dlm package help file <http://benz.nchu.edu.tw/~finmyc/dlm.pdf>
This R code reproduces my analysis:
# DLM anomaly
rm(list=ls())
hotann <- ts(start=1973, data=c(13733531, 15445493, 16024342, 16715224,
16463957, 17896118, 18263114,
18727641, 19756293, 20352440, 22489054,
23442393, 24170736, 25308044,
25021560, 25724331, 25990336, 26602038,
27292250, 28891954, 29659...