Re: [Gretl-devel] State Space Modeling: possible mistake in User's Guide
Em 6 de março de 2018, Jack escreveu:
On Tue, 6 Mar 2018, Henrique Andrade wrote:
Dear Allin and Jack,
>
> I think there is a little mistake in chapter 33 of the Gretl's User Guide.
> It states that x_t is a (k x 1) matrix on page 273 (the definition is
> located in the texte under the equation 33.2) and that x_t is a (T x k)
> matrix on page 274.
>
Uhm, maybe I don't get you point, but on page 274 we don't claim that x_t
is a Txk matrix. We say that x is, and x_t is understood to be the
transpose of the t-th row of x.
Or have I misunderstood your remark?
Dear Jack,
I've got your point when you said "on page 274 we don't claim that x_t is a
Txk matrix ". But I think the guide is a little bit confusing.
User' guide says x_t is a (k x 1) vector (last line of the page 273). After
that, on the next page, a "table" states that the symbol x has the
dimension (T x k). This confused me :(
Once we need to calculate A'_t times x_t (equation 33.2) and, as stated in
the "table", A_t is a matrix with dimensions (k x n), the order of x_t
should be (k x 1). This is clear for me. But when "table" says the
dimension of x is (T x k) I imediatelly think x is the Hansl's
representation for x_t in equation 33.2.
Finally, I would like to thank you for your attention and also I would like
to say I'm not an expert in that subject ;-)
Atenciosamente,
Henrique
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