[R] StructTS basic question (Without html-ification, I hope!)

Washington Santos Silva wss at ufla.br
Wed Oct 16 05:01:10 CEST 2002

Dear list
I would like to use the StructTS function in the ts library to fit the '
BSM ' model.
I have some, probably basics, questions about the model and about the

1) How can I check the statistical significance of the estimated

2) Is there some way to find what component "dominate" the series?

3) Is there a function to produce out-of-sample forecasts from this

Thanks a lot for any help.

Washington S. Silva

OS: Windows 98
R: 1.5.1

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