W_RE Random Walk Model

#

# W_RE World Europe Model Roman Empire  (RE) RW Model

#

# Measurement Matrix 

#         Q      N

#[1,] 0.707  0.707

#[2,] 0.707 -0.707

#

# Fraction of Variance 

#[1] 1 1

#

merge.forecast <- function (fx,n=1) {

x <- splice(fx$pred,fx$forecast[[n]])

colnames(x) <- seriesNames(fx$data$output)

return(x)

}

AIC <- function(model) {informationTestsCalculations(model)[3]}

require(dse)

require(matlab)

f <- eye(2)

h <- eye(2)

q <- eye(2)

r <- eye(2)

W_RE <- SS(F=f,H=h,Q=q,R=r,z0=c(-2.65802382, -0.02164968 ),

              output.names=c("W1","W2"))

print(W_RE)

is.SS(W_RE)

stability(W_RE)

tfplot(W_RE.data <- simulate(W_RE,sampleT=150,start=0))

#

W_RE.f <- forecast(m <- l(W_RE,W_RE.data),horizon=50)

tfplot(W_RE.f)