Dear Christian,
It is not totally clear to me which variables in your model you can
observe and which are unobservable, so I will assume that g_t is
observable and u_t, un_t and r_t are not.
You can take the state vector b_t = (one_t, u_t, r_t, un_t)', where
one_t = 1 (more on that below). Then
Dear r-users!
I have another question regarding the dlm package and I would be very
happy if someone could give me a hint!
I am using the dlm package to get estimates for an endogenous rate of
capacity utilization over time. The general form of a state space model
is
(1) b_t = G * b_t-1 + w_t
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