I have this dataset where I need to do a forecast for the next 6 Quarters using a Dynamic linear model (dlm) in R.
Also, including at least a trend and a seasonal value.
Here is the ts converted data.
Please anyone help. I have no knowledge of dlm's in R. Here is my code.
DLM <- data1.ts dlmMod <- dlmModPoly() + dlmModSeas(4) dlmFilt <- dlmFilter(DLM, mod = dlmMod) dlmFc <- dlmForecast(dlmFilt, nAhead = 6)