Dear R Users,

 

                      I am new to state-space modeling. I am using SSPIR
package for Kalman Filter. I have a data set containing one dependent
variable and 7 independent variables with 250 data points. I want to use
Kalman Filter for forecast the future values of the dependent variable
using a multiple regression framework. I have used ssm function to
produce the state space (SS) object, but I am bit confused that how can
I predict the future values. 

 

Thanks a lot in advance.

 

 

SUMANTA BASAK.


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