Il 19/10/2015 13:25, Allin Cottrell ha scritto:
On Mon, 19 Oct 2015, Paolo Chirico wrote:
> Hi,
> when I run Kalman filter, some matrices are generated in the session
> (and in the icons window).
> I save the session, but when I open that session, all matrices are
> missing.
> Why?
Could you tell us what version of gretl you're running, and give us an
idea of what Kalman functions you're running? Thanks.
Allin Cottrell
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I'm using the last version and the matices are generated by kfilter
function (kfilter(&E,&V,&S,&P,&K)).
I guess the problem concerns the updating, but It's only a idea of mine.
Paolo
--
Paolo Chirico
Assistant Professor of Economic Statistics
Dept. of Economics and Statistics "Cognetti de Martiis"
Campus Luigi Einaudi, University of Turin
ITALY