After the filtering phase of KFS produces the one-step-ahead predictions of the response variables and the underlying state vectors, the smoothing phase of KFS produces the full-sample versions of these quantities—that is, rather than using the history up to , the entire sample
is used. The smoothing phase of KFS is a backward algorithm, which begins at
and
and goes back toward
and
. It produces the following quantities:
Table 8: KFS: Smoothing Phase
Note that if is not missing, then
and
because
is completely known, given
. Therefore,
provides nontrivial information only when
is missing—in which case
represents the best estimate of
based on the available data. The full-sample estimates of components that are specified in the model equations are based on the corresponding linear combinations of
. Similarly, their standard errors are computed by using appropriate functions of
.
If the filtering process remains uninitialized until the end of the sample (that is, if is not invertible), some linear combinations of
,
, and
are not estimable. This, in turn, implies that some linear combinations of
are also inestimable. These inestimable quantities are reported as missing. For more information about the estimability of the state effects, see Selukar (2010).