[R] Structural Modelling in R-project

From: Ivaha C (AT) <civaha_at_glam.ac.uk>
Date: Thu, 10 Apr 2008 14:51:14 +0100

Hi all

I was wondering if I could ask for some assistance on two little enquiries that I have got. In the R-project, when using the StructTS function on a times series Zt, the programs return this:

Call:
StructTS(x = Zt)

Variances:

    level slope seas epsilon  0.168461 0.000000 0.005113 10.743687

My frist question is the following: The variances obtained seem to be numerical values although in the literature (e.g., Kendall and Ord (1990)), they are detailed as matrices. I need to provide these matrices in my thesis but I am a bit lost as to how to write them down as.

Secondly, how does the R-project decide on the dimensions of the matrices?

Any help will be most appreciated

Best Regards,

Christian Ivaha
PhD Student
University of Glamorgan
Faculty of Advanced Technology
Treforest
CF37 1DL

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