Dear Peter, Many thanks, Ashim.
On Thu, May 4, 2017 at 4:54 PM, peter dalgaard <pda...@gmail.com> wrote: > 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 > > > > > > > > > > [[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.
