Dear R Users,
I am new to state-space modeling. I am using SSPIR package for Kalman Filter. I have a data set containing one dependent variable and 7 independent variables with 250 data points. I want to use Kalman Filter for forecast the future values of the dependent variable using a multiple regression framework. I have used ssm function to produce the state space (SS) object, but I am bit confused that how can I predict the future values. Thanks a lot in advance. ----- TO GET MORE DETAILS CLICK HERE -- View this message in context: http://r.789695.n4.nabble.com/Kalman-Filter-Forecast-using-SSPIR-tp4651666.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.