# Problem with zero epsilon value for Kalman filter

I am coding a Kalman filter in R and I am trying to estimate the parameters dV and dW using the methods as provided in Vignette section2. However I get Epsilon=0 (which is dV for Kalman filter) for my ts data. I am not sure how we get a non-zero dV for the Nile data (available in R) used in the example in 1. Can somebody explain what dV means as it is not the same as var(z)?

> dput(z)   # my time series data
structure(c(4341, 3426, 2312, 2118, 2003, 1881, 1734, 1764, 1634,
1649, 1316, 1191, 1145, 1094, 1118, 1107, 1145, 1087, 1071, 1056,
1075, 984, 925, 963, 916, 873, 836, 837, 903, 924, 847, 863,
874, 872, 926, 1017, 1274, 1306, 1334, 1240, 1971, 2620, 2803,
2701, 2846, 2728, 2597, 2440, 2673, 2588, 2578, 2899, 3129, 3100,
4244, 5175, 6409, 7444, 7732, 5847, 4483, 3350, 2907, 2626, 2162,
2151, 1628, 1575, 1353, 1443, 1150, 1161, 1122, 1147, 1173, 1026,
966, 925, 980, 1002, 939, 1010, 958, 1141, 1138, 1112, 1029,
1369, 1878, 1478, 1694, 2065, 2635, 2438, 2539, 3099, 3014, 2825,
2610, 2972, 2911, 3508, 4579, 5421, 4382, 3997, 3927, 4116, 4122,
3696, 3793, 3607, 3386, 2817, 2293, 2101, 2111, 1933, 1769, 1694,
1711, 1560, 1428, 1322, 1286, 1346, 1174, 1006, 1031, 997, 1066,
1071, 1015, 1064, 1004, 1003, 992, 1095, 1161, 1252, 1416, 1495,
1649, 1918, 1913, 1959, 2341, 2609, 2952, 2918, 2684, 2836, 2873,
3205, 3078, 3510, 3524, 3126, 2685, 3213, 4183, 5710, 5925, 6565,
5543, 4649, 3324, 2673, 2156, 1899, 2175, 1892, 1693, 1539, 1411,
1381, 1339, 1385, 1359, 1336, 1310, 1178, 1204, 1186, 1224, 1200,
1209, 1308, 1212, 1172, 1323, 1495, 1580, 1758, 1743, 2019, 2267,
2363, 2522, 2680, 2889, 2894, 2386, 2934, 2908, 2615, 2434, 3022,
4408, 4546, 4965, 7135, 9531, 9758, 8440, 7945, 6356, 4819, 4100,
3085, 2694, 2202, 2023, 1828, 1812, 1518, 1404, 1427, 1361, 1221,
1174, 1070, 1059, 969, 982, 1059, 1009, 1011, 999, 969, 1042,
1004, 1133, 1249, 1380, 1519, 1746, 1907, 2053, 2173, 2412, 2764,
2742, 2990, 3085, 2576, 3108, 2990, 2972, 3360, 3625, 3257, 3375,
4520, 5707, 8206, 7994, 6058, 5132, 4153, 3054, 2427, 2212, 2050,
1655, 1755, 2048, 4878, 3341, 2561, 2464, 2158, 1881, 1843, 1864,
1970, 1799, 1515, 1473, 1793, 1878, 1919, 1854, 1977, 2500, 3608,
5708, 8518, 10915, 13458, 12567, 10789, 8682, 6933, 6048, 4972,
4132, 3323, 3362, 3145, 2976, 3181), .Tsp = c(2004, 2009.98076923077,
52), class = "ts")

> StructTS(z,"level")

Call:
StructTS(x = z, type = "level")

Variances:
level  epsilon
403733        0

>data(Nile)
>StructTS(Nile,"level")

Call:
StructTS(x = Nile, type = "level")

Variances:
level  epsilon
1469    15099
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