Re: [Gretl-users] Kalman Filter Example Error
On Thu, 5 Jan 2012, Henrique Andrade wrote:
Dear Gretl Team,
I'd tried to replicate the example 27.2 of the Gretl User’s Guide but
I'd found an error:
<error message>
'Uhat' is not the name of a variable
Error executing script: halting
</error message>
I think the problem is only due to the name "muhat" and "Uhat".
Exactly. My fault. Corrected in CVS.
In fact, that line is not even necessary. It's just meant to show that R
and gretl's kalman apparatus yield the same results (bar machine
precision, that is).
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti