[R] Basic structural time series

Temel İspanyolca ispanyolcom at gmail.com
Wed Apr 22 18:37:48 CEST 2015

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(fit)), main = "Data")

is there any idea?

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