Dear all, I have created a time varying parameters regression. When I do that I have a parameter which is AR1. I am not able to recover this parameter.
My query is posted here : https://stats.stackexchange.com/questions/377295/unable-to-recover-time-varying-ar1-parameter-from-state-space-model I did not receive a reply so I am posting here. Many thanks, 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.
