You are separating the objects using commas, the correct should be semicolons.
Example:
xi1=matrix(data=rep(0.0,600),ncol=3);xi2=matrix(data=rep(0.0,600),ncol=3))
Best regards,
Daniel Miquelluti
Em S�bado, 11 de Outubro de 2014 18:06, Uwe Ligges
lig...@statistik.tu-dortmund.de escreveu
I'm trying to set up an AR(2) model in the dlm context. I've generated a time
series utilizing the code:
am = 800; #sample size
des = 200; #initial values to be discarded
V = 0.5
v = rnorm((am+des+1),0,sqrt(V))
W = 0.9
w = rnorm((am+des+1),0,sqrt(W))
U = 0.9
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