MARSS: Multivariate Autoregressive State-Space Modeling

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### code chunk number 10: Cs_08_univDLM-fore-mean
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# get list of Kalman filter output
kf.out <- MARSSkfss(dlm1)
# forecasts of regr parameters; 2xT matrix
eta <- kf.out$xtt1
# ts of E(forecasts)
fore.mean <- vector()
for (t in 1:TT) {
  fore.mean[t] <- Z[, , t] %*% eta[, t, drop = F]
}