Interprete State Space model and klaman filter

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harithstats
Posts: 7
Joined: Wed Nov 19, 2014 3:40 am

Interprete State Space model and klaman filter

Postby harithstats » Mon Dec 08, 2014 10:09 pm

Hi and good day to everyone.

I have this SARIMA(1,0,2)(0,0,1), S=12. I chosed this model because it gives the lowest AIC and BIC vlaues. Then, in order to apply Kalman filter, i converted this SARIMA(1,0,2)(0,0,1), S=12 into ARMA(1,14). My problem is. I don't know how to interprete the output from State Space and Kalman Filter. I hope somebody could help me ?

These are the outputs of the State Space and Kalman Filter model ?
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sarma3.png
sarma3.png (39.34 KiB) Viewed 2659 times
sarma2.png
sarma2.png (22.74 KiB) Viewed 2659 times
sarma1.png
sarma1.png (49.82 KiB) Viewed 2659 times
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harithstats
Posts: 7
Joined: Wed Nov 19, 2014 3:40 am

Re: Interprete State Space model and klaman filter

Postby harithstats » Wed Dec 10, 2014 1:27 am

plz anyone here could help me ?
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