I am not an expert on dlm, but it seems to me that you are getting perfect _filtering_ not _prediction_. If you cast an AR model as a state space model, there is no measurement error on the state values, hence the conditional distribution of theta_t given y_t is just the point value of y_t...
-pd > On 4 May 2017, at 12:05 , Ashim Kapoor <ashimkap...@gmail.com> wrote: > > Dear all, > > I have made a dlm model,where I am getting a perfect prediction. > > Here is a link to the output: > > http://pasteboard.co/9IxVQwjm6.png > > The query and code is on: > > https://stats.stackexchange.com/questions/276449/perfect-prediction-in-case-of-a-univariate-ar1-model-using-dlm > > Can someone here be kind enough to answer my query? > > Best Regards, > Ashim > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
