[R] DLM package Fail or not !!!!!

[nserdar]

My Results

KALMAN FILTER RANDOM WALK WITH SAME INITIAL VALUES ( MU=0  C0=1e7)
	MAE			MSE		  MAE                 MSE                  MAE                 
MSE
	3.277514	2.388888	 	3.282483	2.418247		3.282505	2.418229
	3.174197	3.374591		3.199967	3.581828		3.199692	3.58127
	3.569688	4.990175		3.576817	4.950549		3.576788	4.950551

1) Yt= alpha(t) + Beta(t)X(t) +Error
2)  Yt= alpha(t) + Beta(t)X(t) +Delta(t)X(t)^2+Error
3)  Yt=alpha(t) + Beta(t)X(t)+ Delta(t)X(t)^2+ Gamma(t)X(t)^3 +Error

MSE should decrease while add new variables except extraordinary situation. 
but this results show that mse sometimes increase  or decrease while to add
new variables.

Regards,
Ser








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