I would use the KalmanFilter function. Documentation specifies that it needs TimeSeries Context.
When I execute :
Get::noopen: Cannot open TimeSeries`TimeSeries`. >>
Needs::nocont: Context TimeSeries`TimeSeries` was not created when Needs was evaluated. >>
and when I list the contexts with the Contexts function, TimeSeries Context dosen't appear.
How can I have this context installed???
NB: I use a student mathematica 7 version.
Thanks for your help,