[R] Perfect prediction of AR1 series using package dlm, posted on stack exchange

Ashim Kapoor ashimkapoor at gmail.com
Thu May 4 12:05:09 CEST 2017


Dear all,

I have made a dlm model,where I am getting a perfect prediction.

Here is a link to the output:

http://pasteboard.co/9IxVQwjm6.png

The query and code is on:

https://stats.stackexchange.com/questions/276449/perfect-prediction-in-case-of-a-univariate-ar1-model-using-dlm

Can someone here be kind enough to answer my query?

Best Regards,
Ashim

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