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package dlm: dlmForecast()
2 messages · YuHong, Giovanni Petris
2 days later
I haven't tried this, but I am pretty confident that using dlmFilter() with fictitious future values of the observations set to NA should do the job. Hope this helps, Giovanni Petris
On Sat, 2011-10-08 at 13:21 +0000, YuHong wrote:
May I have a question about dlmForecast() function in the package 'dlm'? This function 'dlmForecast()' currently only deals with constant models. May anyone suggest on how to predict using non-constant model? Thanks a lot! Regards, Hong Yu [[alternative HTML version deleted]]
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