Re: [R] Analysis for Binary time series

From: Trujillo L. <trujillo_at_soton.ac.uk>
Date: Fri, 04 May 2007 15:59:26 +0100


Hi Megh,

One good reference for your problem could be

Harvey(1989), "Forecasting, Structural Time Series Models and the Kalman Filter", Cambridge University Press.

In section 6.6.2, he includes the treatment of binomial and multinomial observations using state space models.

Hope it helps,

Leonardo Trujillo



Leonardo Trujillo
Division of Social Statistics
University of Southampton
trujillo_at_soton.ac.uk

-----Original Message-----
From: r-help-bounces_at_stat.math.ethz.ch
[mailto:r-help-bounces_at_stat.math.ethz.ch] On Behalf Of Megh Dal Sent: 04 May 2007 08:12
To: r-help_at_stat.math.ethz.ch
Subject: [R] Analysis for Binary time series

hi,  

hi, good morning everyone. I have a time series with binary outputs like

: 0001011110100.................etc. Now I want to forecast the future
values of that. Can anyone please tell me whether there is any tools exist in literature for dealing with this kind of binary observation? If possible please provide me some good references in net as well.  

rgd,
Megh


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