Re: [Gretl-users] new Kalman interface

Yes, the local level example. This is the script output, when I run the local level script: ? nulldata 200 periodicity: 1, maxobs: 200 observations range: 1 to 200 ? set seed 101010 Pseudo-random number generator seeded with 101010 ? setobs 1 1 --special-time-series Full data range: 1 - 200 (n = 200) /* set the true variance parameters */ ? true_s1 = 0.5 Generated scalar true_s1 = 0.5 ? true_s2 = 0.25 Generated scalar true_s2 = 0.25 /* and simulate some data */ ? v = normal() * sqrt(true_s1) Generated series v (ID 2) ? w = normal() * sqrt(true_s2) Generated series w (ID 3) ? mu = 2 + cum(v) Generated series mu (ID 4) ? y = mu + w Generated series y (ID 5) /* starting values for variance estimates */ ? s1 = 1 Generated scalar s1 = 1 ? s2 = 1 Generated scalar s2 = 1 /* state-space model set-up */ ? bundle kb = ksetup(y, 1, 1, s1) Data types not conformable for operation Error executing script: halting > bundle kb = ksetup(y, 1, 1, s1) Where I'm wrong?