To find out what tools are available in R, you can check out the Time Series task view on CRAN:
http://cran.r-project.org/web/views/TimeSeries.html My personal preference is for package dlm, but here I am probably biased. [discaimer: the following is a sponsored link] For more information on DLMs in R: http://www.springer.com/978-0-387-77237-0 Best, Giovanni On Tue, 2010-05-25 at 15:23 -0300, Greigiano Jose Alves wrote: > Hello > My name is greigiano am student of Applied Economics, Department of Rural > Economy. > I am working on an article forecasting, which use the dynamic linear model, > a model state space. I am wondering all the commands in R, to represent the > linear dynamic model and Kalman filter. > I am available for any questions. > -- Giovanni Petris <gpet...@uark.edu> Associate Professor Department of Mathematical Sciences University of Arkansas - Fayetteville, AR 72701 Ph: (479) 575-6324, 575-8630 (fax) http://definetti.uark.edu/~gpetris/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
