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2 results for “from:John Stollberg”

StructTS fitting problem - can anyone help?
John Stollberg · Apr 14, 2011 · r-help

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...

This is supposed to predict a time series?!
John Stollberg · Mar 9, 2011 · r-help

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...

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