I am doing time series data analysis by state space methods. With my data the stochastic local level model totally outperformed the deterministic one. But the deterministic level and slope model gives better results than with stochastic level and stochastic/deterministic slope. Is this something usual? All methods in R require initial values, and I read somewhere that fitting an ARIMA model first and taking values from there as initial values for state space analysis is one way; possible? or any other proposition? I should confess here that I'm totally new to state space analysis.