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I am trying to make the following Kalman filter equations work and therefore produce their graphs. v_t=y_t - a_t a_t+1=a_t+K_t*v_t F_t=P_t+sigma.squared.epsilon P_t+1=P_t*(1-K_t)+sigma.squared.eta K_t=P_t/F_t Given: a_1=0,P_1=10^7,sigma.squared.epsilon=15099, sigma.squared.eta=1469.1 I have attached my code,which of course doesnt work.It produces NAs for the Fs,Ks and the a. Can somebody tell me please what am I doing wr...

my teachers doesnt understand R and I don't know how to use SAS. Anyone interested in translating my codes to test whether your SAS codes are as good as R??? I can test it on SAS codes once you have translated it .... regards:working: -- View this message in context: http://old.nabble.com/Translation-from-R-codes-to-SAS.-tp26486117p26486117.html Sent from the R help mailing list

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