[R] StructTS questions

washington santos da silva wss at ufla.br
Fri Sep 13 18:08:22 CEST 2002


Dear All

I would like to use the StructTS function in the ts library to fit the '
BSM ' model.
I have some, probably basics, questions about the model and about the
function(s):

1) How can I check the statistical significance of the estimated
parameters(variances)?

2) Is there some way to find what component "dominate" the series?

3) Is there a function to produce out-of-sample forecasts from this
model?

Thanks a lot for any help.

Washington S. Silva

OS: Windows 98
R: 1.5.1
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._



More information about the R-help mailing list