[R] Basic structural time series

Temel İspanyolca ispanyolcom at gmail.com
Wed Apr 22 18:37:48 CEST 2015


Hello
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")
library(forecast)
plot(forecast(fit))

is there any idea?

Thanks
-------------- next part --------------
A non-text attachment was scrubbed...
Name: result.PNG
Type: image/png
Size: 18297 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20150422/89607d82/attachment.png>


More information about the R-help mailing list