Ashim Kapoor
2018-11-24 07:30:34 UTC
Dear all,
I have created a time varying parameters regression. When I do that I have
a parameter which is AR1. I am not able to recover this parameter.
My query is posted here :
https://stats.stackexchange.com/questions/377295/unable-to-recover-time-varying-ar1-parameter-from-state-space-model
I did not receive a reply so I am posting here.
Many thanks,
Ashim.
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I have created a time varying parameters regression. When I do that I have
a parameter which is AR1. I am not able to recover this parameter.
My query is posted here :
https://stats.stackexchange.com/questions/377295/unable-to-recover-time-varying-ar1-parameter-from-state-space-model
I did not receive a reply so I am posting here.
Many thanks,
Ashim.
[[alternative HTML version deleted]]
______________________________________________
R-***@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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.