Hello.
I'm playing with Kalman filter.
library(sspir)
m1 <- SS(y=t(t(sin(1:20)))) # dummy data
plot(m1$y, type="l")
m1.f <- kfilter(m1)
m1.s <- smoother(m1.f)
lines(m1.f$m, lty="dotted",col="blue")
lines(m1.s$m, lty="dotted",col="red")
I was wondering how it's possible to forecast using "sspir" library.
I read the topic "Kalman Filter Forecast using SSPIR", but I have
no a great math basis, so I need an hint to write the forecasting code.
Another great package I explored is "dse".
It seems there is a function to do forecasting, but I am not to be able
to translate my snippet using "dse" library.
Can you help me?
Thanks in advance,
Alberto Santini
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