# NOT RUN {
modelNile <- SSModel(Nile ~ SSMtrend(1, Q = list(matrix(NA))), H = matrix(NA))
modelNile <- fitSSM(inits = c(log(var(Nile)),log(var(Nile))), model = modelNile,
method = "BFGS")$model
# Filtering and state smoothing
out <- KFS(modelNile, smoothing = c("state", "mean", "disturbance"))
plot(cbind(
recursive = rstandard(out),
irregular = rstandard(out, "pearson"),
state = rstandard(out, "state")),
main = "recursive and auxiliary residuals")
# }
Run the code above in your browser using DataLab