[Gretl-users] Re: State space modelling

Am 17.12.2020 um 20:26 schrieb Brian Revell: Hi Sven with the Script below which is for a time varying parameter. there are 2 things I wish to get from the output of this routine. First in the final gnuplot command I have added, I want to include in the graph of the dependent variable the estimated/smoothed level of the system with its 95% CI Second to get a printout of the values of tvar_ bhat and its 95% CI and of the level of the system Also with regard to StrucTiSM, it would be helpful have a printout of the values of estimated level of the system (and its 95%CI) Is there some simple script I can add to do these things.? The forecast script you supplied works well thank you in StrucTism post estimation. Brian, you would have to ask more specific questions, because we cannot write your scripts for you. We have put your ideas about missing GUI features in StrucTiSM on our to-do-list, but this is not going to happen in the very short term. For general handling of matrix and series objects in gretl (scripting) and the gnuplot integration I can for now only refer you to the relevant chapters of the user guide. If then you get an error which you don't understand, you're very welcome to post it here and ask for help. sorry, sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/