[R] Help needed regarding dlm model on stats.stackexchange

[Ashim Kapoor]

Dear all,

I have created a time varying parameters regression. When I do that I have
a parameter which is AR1. I am not able to recover this parameter.

My query is posted here :

https://stats.stackexchange.com/questions/377295/unable-to-recover-time-varying-ar1-parameter-from-state-space-model

I did not receive a reply so I am posting here.

Many thanks,
Ashim.

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