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2009 Mar 11
1
Forecasting with dlm
...= buildFun) fit$conv dlmCostUSD <- buildFun(fit$par) V(dlmCostUSD) W(dlmCostUSD) #For comparison StructTS(CostUSD, "level") CostUSDFilt <- dlmFilter(CostUSD, dlmCostUSD) CostUSDFore <- dlmForecast(CostUSDFilt, nAhead = 1) after which i return the error message: Error in mod$m[lastObsIndex, ] : incorrect number of dimensions Can anyone offer any insight to this problem? Thanks in advance Mike [[alternative HTML version deleted]]