search for: kalmanfore

...<-rep(1,100) after the definition, to check that). Then i look at the code, with getS3method("predict","Arima"). And i get even more confused (!) : where does data play a role in the function ? residuals are loaded into rsd, but this variable is not used after... I looked at KalmanForecast and at the C code of KalmanFore, but it did not help me understand what was going on. thanks Franck A. btw, it has nothing to do with it, but i've done some stuff on time series (filtering with Hodrick prescott or Baxter King, for instance) that you can find on http://arnaud.ensae.net...