[R] Problem with the command "StrucTS" that fits a basic structural model for time series
Gabor Grothendieck
ggrothendieck at gmail.com
Sat Jun 2 19:10:29 CEST 2007
Your frequency is 1. Suppose it were 3 :
> (fit <- StructTS(ts(x, freq = 3),type = "BSM"))
Call:
StructTS(x = ts(x, freq = 3), type = "BSM")
Variances:
level slope seas epsilon
3.0225 0.0000 0.1617 18.0978
On 6/2/07, hassen62 at voila.fr <hassen62 at voila.fr> wrote:
> Hi everybody,
> I'am very interested with the basic structural model of time series. So I used the command "StructTS" but I failed to obtain a desirable output, in fact when I write in R Console the following lines:
> > x=(1,2,3,4,5,2,25,14,12,13,11,6,9,24,12,13,14,12,12,14,11,12,14,15,20,21,22,23,21,25,28)
> >(fit <- StructTS(x,type = "BSM"))
> I obtained the following message:"error in makeBSM(x, nf): the frequency has to be positif entire for BSM"
> I would like via this command(StrucTS) obtain estimation of seasonality and local level trend components of the time series "x".
> Can you help me please . Thanks.
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>
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