prob10.6y {tswge}

Simulated observed data for Problem 10.6 in Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Description

Kalman filter example data

Usage

data("prob10.6y")

Format

The format is: num [1:9] 3.28 -0.05 0.64 0.31 -0.9 -2.4 -1.83 -1.93 -3.52

Source

Simulated data

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

data(prob10.6y)