[R] makeARIMA() for SARIMA models

Brian pfeng brian_pfeng at yahoo.com
Sun Dec 12 22:21:52 CET 2004


I am carrying out my  project titulation in Models of 
state space and Kalman filtering. I was commended to
carry out the applications in R, what implies that I
am beginner in him. I have not had big problems, the
program is very flexible. I modeled a time of serie
with a SARIMA (3,1,2) (1,1,2) and I am very good. The
problem is now to apply Kalman, specifically with
KalmanLike (), KalmanForecast (), KalmanSmooth(),
KalmanRun(). For I use it before makeARIMA () but I
don't understand and i don't know to include the
seasonal coefficients. Then take the nuisance of
writing him to request their help. In fact I want to
know if I can include the seasonal part with the
intruction makeARIMA () and as making it, so that this
I surrender the representation in the space of the
states and I can to use Kalman.  
Thank's




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