I would like to do a similar SSM in R. Below the code in Eviews. Is a simple SSM. How would be the code in R ? Thanks for help. I have never done a SSM in R.
%keep = "POP PIT" '(two series)
%dataIni = "2012m01"
%dataFim = "2023m02"
for %var {%keep}
genr x_tri = {%var}
smpl %dataIni %dataFim
sspace ss_mensal
ss_mensal.append @param c(1) 10 c(2) 0.5
ss_mensal.append @signal x_tri = (x + xD1 + xD2)*1/3
ss_mensal.append @state x = x(-1) + erro(-1)
ss_mensal.append @state erro = c(2)*erro(-1) + e1
ss_mensal.append @state xD1 = x(-1)
ss_mensal.append @state xD2 = xD1(-1)
ss_mensal.append @ename e1
ss_mensal.append @evar var(e1) = exp(c(1))
ss_mensal.ml(m=5000, c= 1e-6, showopts)
ss_mensal.makestates(t = smooth) zz_*
next