The three model selection options, Local Level, Local linear Trend and Basic structural Model all appear to give the same parameter estimates if the same combination of options regarding irregular, trend and slope are selected .  Is this to be expected?  If so, why the need to differentiate the three model types?

Hi,

this is probably a misunderstanding: In the GUI dialog window, if you tick the "custom model" box, that means you override the short-cut standard models (LL,LLT,BSM). If you then select the same options, you are not comparing different models.

cheers

sven