David,
Thank you for the insight.
HA1) StructTS() ships with R in package stats.
HA2) I don't see anything strange or unusual in looking for standard errors
of estimated parameters. In structural time series the only unknown
parameters, estimated by StructTS(), happen to be variances.
(Incidentally, I know how to take square roots in R)
Best,
Giovanni
----- Original Message -----
From: David Winsemius <dwinsem...@comcast.net>
Date: Monday, December 21, 2009 3:50 pm
Subject: Re: [R] StructTS standard errors
> Alternate hypotheses:
>
> HA1: There is no one in the readership who is familiar with the
> function (unlikely), or among those lacking knowledge of what
> package
> it might reside in (such as myself) chose not to look up what you
> might have provided on the first posting: a self-contained example
> to
> work with.
>
> HA2: Your question also suggests a certain statistical confusion.
> Do
> your really want standard errors of estimated variances? That would
> be
> somewhat unusual. Or do you want to take the square-roots of the
> variances to get standard errors of the estimated coefficients?
>
>
> On Dec 21, 2009, at 4:26 PM, Giovanni Petris wrote:
>
> >
> > Sorry for asking again, but I did not receive any answers - I
> know
> > it's a busy time... ;-)
> >
> > Shell I conclude that it is not possible to obtain standard
> errors
> > from StructTS()
> > or its output?
> >
> > Thanks,
> > Giovanni Petris
> >
> > ----- Original Message -----
> > From: Giovanni Petris <gpet...@uark.edu>
> > Date: Thursday, December 17, 2009 10:13 am
> > Subject: [R] StructTS standard errors
> >
> >>
> >> Hello,
> >>
> >> Does anybody know if (and how) it is possible to obtain standard
> >> errors of estimated variances from StructTS? (R 2.10.0).
> >>
> >> Thank you in advance,
> >> Giovanni
> --
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
>
>
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