[Rd] buglet in ?StructTS

From: Kjetil Brinchmann Halvorsen <kjetilbrinchmannhalvorsen_at_gmail.com>
Date: Tue 29 Nov 2005 - 01:09:15 GMT


?StructTS has

The basic structural model, type = "BSM", is a local trend model with an additional seasonal component. Thus the measurement equation is

x[t] = m[t] + s[t] + eps[t], exp[t] ~ N(0, sigma^2_eps)

I guess in the last line exp[t] ~ should be

                          eps[t] ~ ...


Kjetil



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