Dear sir, As far as my understanding goes, the book “dynamic linear models with R” does everything based up on the non innovations form. The problem is that I couldn’t find auxiliary residuals, which can be used to check for the presence of outliers and structural breaks. R packages “dlm” and “dlmodeler” use this form of model construction. Hence I am stuck in the middle of my work. Is there some R package which performs disturbance smoothing, or use the innovations form? Thanks beforehand! Amsaya
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