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 [EMAIL PROTECTED] -------------------------------------------- -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Megh Dal Sent: 04 May 2007 08:12 To: [email protected] 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 __________________________________________________ [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list 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. ______________________________________________ [email protected] mailing list 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.
