Hi Artur
Sven has cleared up the reason for my query, relating to the selection of Custom Model option which over-rides the default model types (LL LLT BSM).

 I am using the 2021a version of Gretl with  StrucTism 24 /12/ 20. 

Nevertheless, in a model specified with stochastic irregular, stochastic  trend and stochastic slope options, I would have anticipated the forecasts would not be perfectly linear. Perhaps this reflects my lack of awareness of the form of the forecast function in the module. 

Sorry I can't provide script as I am using the GUI.
Brian

On Fri, 22 Jan 2021 at 15:55, Artur Tarassow <atecon@posteo.de> wrote:
Am 22.01.21 um 16:47 schrieb Brian Revell:
> 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?
> Brian

Hi Brian,

It would be helpful if you could provide a script for replication. Also,
which version of StrucTiSM are you using?

Best,
Artur
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