# construct state space representation
mod <- makeARIMA(theta=-.43, phi=0, Delta = 1)
# run the kalman filter given the two observations
mod <- KalmanRun(c(33.4, 33.9), mod, update=TRUE)
# put final state estimate into new model object
mod <- attr(mod,"mod")
# compute forecasts via the Kalman filter
> KalmanForecast(4,mod)
$pred
[1] 33.71854 33.71854 33.71854 33.71854

$var
[1] 1.028853 1.353753 1.678653 2.003553