order of the polynomial model. The default
corresponds to a stochastic linear trend.
dV
variance of the observation noise.
dW
diagonal elements of the variance matrix of the system noise.
m0
$m_0$, the expected value of the pre-sample state vector.
C0
$C_0$, the variance matrix of the pre-sample state vector.
Value
An object of class dlm representing the required n-th order
polynomial model.
References
Giovanni Petris (2010), An R Package for Dynamic Linear
Models. Journal of Statistical Software, 36(12), 1-16.
http://www.jstatsoft.org/v36/i12/.
Petris, Petrone, and Campagnoli, Dynamic Linear Models with
R, Springer (2009).
West and Harrison, Bayesian forecasting and dynamic models
(2nd ed.), Springer, 1997.