Hi all
I was wondering if I could ask for some assistance on two little
enquiries that I have got. In the R-project, when using the StructTS
function on a times series Zt, the programs return this:
Call:
StructTS(x = Zt)
Variances:
level slope seas epsilon
0.168461 0.000000 0.005113 10.743687
My frist question is the following: The variances obtained seem to be
numerical values although in the literature (e.g., Kendall and Ord
(1990)), they are detailed as matrices. I need to provide these matrices
in my thesis but I am a bit lost as to how to write them down as.
Secondly, how does the R-project decide on the dimensions of the
matrices?
Any help will be most appreciated
Best Regards,
Christian Ivaha
PhD Student
University of Glamorgan
Faculty of Advanced Technology
Treforest
CF37 1DL
[[alternative HTML version deleted]]
______________________________________________
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.
