Am 15.12.2020 um 18:08 schrieb Brian Revell:

Hi Sven, having estimated a local linear trend model via the GUI, it enables me to save the bundle -but actually all that happensis it lists the content, but does not enable me to give it a name. If I go to file and use the command save bundle, all it saves is the estimation output.  Also it is not possible to retreive the fitted values -only a graph.

When I execute a specification with StrucTiSM graphically, I get a new gretl window with the title "Structural TS" and the printout. The leftmost button has a diskette icon and on clicking I can select the second menu line "Save bundle to session as icon" or s.th. to that effect.

Can you do that on your installtion as well? If not, please describe what exactly is absent.

So I have been unable to see any way to save and link the Structural time series model outputs to the script you kindly sent (minus the hansi markers). It would be good to be able to not only produe the forecasts but the 95% CI around them, and graph in the same way as one can from the example in the Gretl manual for the time variable parameter.

Agreed. We will clarify among the gretl team whether the bundle-fcast apparatus is already functional and could be used by a package. (We still would have to update the StrucTiSM package, of course, but shouldn't be too difficult.)

cheers

sven

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