[R] ts/structTS question
washington santos da silva
wss at ufla.br
Sat Sep 14 18:14:31 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
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