[R] StructTS fitting problem - can anyone help?

2011-04-14 Thread John Stollberg
I have seen a couple of posts about this, but no solutions. The problem is fitting the Basic Structural Model (BSM) to the AirPassengers time series using StructTS.  For this particular time series, if the length is reduced below 140 months, the BSM fits are bad.  The following illustrates the

Re: [R] This is supposed to predict a time series?!

2011-03-09 Thread John Stollberg
There does seem to be something odd about StructTS, or perhaps the methodology. Try: > data(AirPassengers) > ap <- log10(AirPassengers)-2 > (fit <- StructTS(ts(ap[1:138], freq=12), type="BSM")) Call: StructTS(x = ts(ap[1:138], freq = 12), type = "BSM") Variances: level slope