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...uzione interrotta make[2]: *** [indices] Error 1 make[1]: *** [all] Error 2 make: *** [pkg-dlm] Error 2 *** Installation of dlm failed *** Does anybody please have suggestions? If relevant, the source package was downloaded from a unix server using cvs+ssh Thanks a lot, best, Sonia -- Sonia Petrone Istituto di Metodi Quantitativi Universit?? Bocconi Viale Isonzo 25 20135 Milano, Italia.

Hi there, I'm in desperate need to figure out how to solve this issue. I need to estimate a recursive model for a time series data of asset returns. The dependent variable is the asset return and then I have a set of k variables, a lagged value of the dependent variable (plus an intercept) as regressors. My sample period (monthly observations) starts on Jan 1972. What I need to do is the

Hi all R gurus out there, Im a kind of newbie to kalman-filters after some research I have found that the dlm package is the easiest to start with. So be patient if some of my questions are too basic. I would like to set up a beta estimation between an asset and a market index using a kalman-filter. Much littarture says it gives superior estimates compared to OLS estimates. So I would like to

I tried to specify a model in dse1 but something isn't right. Anybody have any tips? model<-SS(F=f,G=g,H=h,Q=q,z0=z,P0=p) Error in locateSS(model$R, constants$R, "R", p, p, plist) : The dimension of something in the SS model structure is bad. > dim(f) [1] 5 5 > dim(g) [1] 5 1 > dim(h) [1] 1 5 > dim(q) [1] 5 5 > dim(z) [1] 5 1 > dim(p) [1] 5 5 thanks, Bob

Hi Guys, I had a monthly time series's data of land temperature from 1980 to 2008. After plotting a scatter diagram, it seems that annually, there is a semi sinusoidal cycle. How do I run Fourier's series to the data so that I can fit model on it? I am really sorry for my question sound stupid, but I just don't know where to start. I am desperately looking for help from you guys.