[R] Basic structural time series

Hello I try to forecast with BSM. My data is in the annex. I dont understand why my forecasting result very interesting. You can see in annex (result.png) I expect that forecasting result must be increasing my code ; (fit <- StructTS(log10(x), type = "BSM")) plot(cbind(fitted(fit), resids=resid

[R] ts converting

Hello I have problem with ts converting process. You can see my "y. txt" file in annex. my codes irpf <- read.table("y.txt", skip = 1, col.names = c(" time", "irpf")) irpf1 <- ts(irpf[, 2], start = c(1995, 1), frequency = 12) When I try to draw my data, result is following (annex: Captura) R is

[R] multiple break in univariate series

Hello Any one knows multiple break test for univariate series ? -- *Thanks* Engin YILMAZ [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLE

Re: [R] multiple break in univariate series

Uwe Ligges : > Forwarded Message >>> Subject: [R] multiple break in univariate series >>> Date: Sat, 28 Mar 2015 00:41:35 +0100 >>> From: Temel İspanyolca >>> To: R-help@r-project.org >>> >>> Hello >>> Any one knows