[Gretl-users] Re: Gretl User's guide State Space modeling - clarification
Am 18.03.2024 um 00:15 schrieb Alecos Papadopoulos:
On page 349 of gretl's user guide the state space model is defined as
[Just to be clear for anybody else on this list, this is just the basic
first formulation, not the most general form that gretl supports.]
Later, when presenting the state-space GUI (p. 369) we read that it
supports models of the form
My only question is about the time indices on the state vector in the
transition equation.
Yeah, that's a good question. My guess would be that the latter
representation is shifted relative to gretl's convention, but I'm not
really sure. @jack, can you comment?
cheers
sven
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