Hi,

I'm trying to use weekly data to estimate a random walk with variable drift
(possibly incorporating seasonality) for exchange rate forecasting.  Any
recommendations on packages or functions to use?  I'm thinking of using the
kalman filter to estimate the variable drift term, although I'm unsure how
to implement this using the kfilter function from sspir on a time series of
exchange rates.  Any help would be appreciated.

Thanks,
Alex

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