[R] Basic structural time series
ispanyolcom at gmail.com
Wed Apr 22 18:37:48 CEST 2015
I try to forecast with BSM.
My data is in the annex.
I dont understand why my forecasting result very interesting.
You can see in annex (result.png)
I expect that forecasting result must be increasing
my code ;
(fit <- StructTS(log10(x), type = "BSM"))
plot(cbind(fitted(fit), resids=resid(fit)), main = "Data")
is there any idea?
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