Re: [Gretl-users] Kalman Filter Example Error
Dear Allin and Jack,
Thanks for your replies. But I think I find another little mistake in
the Kalman Filter chapter. The equation 27.1 (state equation) has in
its right hand side the term "v_t", but I think it is "v_t+1", am I
right?
Um abraço,
Henrique
2012/1/5 Allin Cottrell <cottrell(a)wfu.edu>:
On Thu, 5 Jan 2012, Henrique Andrade wrote:
> 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".
That's right, "Uhat" should be "muhat". Fixed in CVS.
Allin
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Henrique Andrade