Re: [R] Problem with the command "StrucTS" that fits a basic structural model for time series

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Sat, 02 Jun 2007 13:10:29 -0400

Your frequency is 1. Suppose it were 3 :

> (fit <- StructTS(ts(x, freq = 3),type = "BSM"))

Call:
StructTS(x = ts(x, freq = 3), type = "BSM")

Variances:
  level slope seas epsilon
 3.0225 0.0000 0.1617 18.0978

On 6/2/07, hassen62_at_voila.fr <hassen62_at_voila.fr> wrote:
> Hi everybody,
> I'am very interested with the basic structural model of time series. So I used the command "StructTS" but I failed to obtain a desirable output, in fact when I write in R Console the following lines:
> > x=(1,2,3,4,5,2,25,14,12,13,11,6,9,24,12,13,14,12,12,14,11,12,14,15,20,21,22,23,21,25,28)
> >(fit <- StructTS(x,type = "BSM"))
> I obtained the following message:"error in makeBSM(x, nf): the frequency has to be positif entire for BSM"
> I would like via this command(StrucTS) obtain estimation of seasonality and local level trend components of the time series "x".
> Can you help me please . Thanks.
> [[alternative HTML version deleted]]
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat 02 Jun 2007 - 17:15:15 GMT

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