[R] kalman

[Gerard.Keogh@cso.ie]

Hi all!

I'm sure this must have been asked many times before but here goes anyway.

I'm looking for a kalman filter in R for ar(i)ma time series. I'm sure
there must be one around but it does not seem to be in either ts or tseries
packages?

Any suggestions welcome.

Thanks

Gerard Keogh

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