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