Displaying 3 results from an estimated 3 matches for "ssmseason".
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ssmseasonal
2017 Jul 30
1
Kalman filter for a time series
...n't run. Does anyone know how to fix the code so that it
>> runs?
>
> Have you tried the vignette with KFAS?
Indeed. The section on structural time series implies that the functionality of the structSSM function has been replaced with three functions: SSMtrend, SSMcycle, and SSMseasonal.
If you (meaning Staff, not Spencer) are not up to the task of making the transition to the new version of KFAS, then perhaps you should hire a consultant who can provide both code and sufficient documentation that you will be able to understand what is "under the hood".
Best;
David....
2017 Jul 30
0
Kalman filter for a time series
On 2017-07-29 11:26 PM, Staff wrote:
> I found an example at
> http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html
That example is signed by "Ian Kaplan". There's a box at the
bottom of the page for you to email him.
> shown
> below. But it seems the structSSM function has been removed from KFAS
> library
or it never was part of
2017 Jul 30
4
Kalman filter for a time series
I found an example at
http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html shown
below. But it seems the structSSM function has been removed from KFAS
library so it won't run. Does anyone know how to fix the code so that it
runs?
library(KFAS)
library(tseries)
library(timeSeries)
library(zoo)
library(quantmod)
getDailyPrices = function( tickerSym, startDate, endDate )
{