[R] Analysis for Binary time series

Trujillo L. trujillo at soton.ac.uk
Fri May 4 16:59:26 CEST 2007

Hi Megh,

One good reference for your problem could be 

Harvey(1989), "Forecasting, Structural Time Series Models and the Kalman
Filter", Cambridge University Press.

In section 6.6.2, he includes the treatment of binomial and multinomial
observations using state space models.

Hope it helps,

Leonardo Trujillo

Leonardo Trujillo
Division of Social Statistics
University of Southampton
trujillo at soton.ac.uk

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Megh Dal
Sent: 04 May 2007 08:12
To: r-help at stat.math.ethz.ch
Subject: [R] Analysis for Binary time series

hi, good morning everyone. I have a time series with binary outputs like
: 0001011110100.................etc. Now I want to forecast the future
values of that. Can anyone please tell me whether there is any tools
exist in literature  for dealing with this kind of binary observation?
If possible please provide me some good references in net as well.


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