[Gretl-users] Some strange result with the dejong setting

Hi all, sorry to bring this up again, but there are a few things I don't understand: 1) If I set diffuse=2 and dejong=0, I expect the default method to be sequential=1. Instead, into the filter bundle, I find: /Kalman scalars:  t: 0  diffuse: 1   (not 2?)  exact: 0      (not 1?)  cross: 0  dkvar: 0  sequential: 0   (not 1?)/ If I set diffuse=2 and dejong=1, I find: /Kalman scalars  t: 0  diffuse: 1 (not 2?)  exact: 0    (not 1?)  cross: 0  dkvar: 0  sequential: 0/ Moreover, if disturbances are not correlated (/cross=0/), settings (diffuse=1, dejong=1) and (diffuse=2, dejong=1) produce same results as well as (diffuse=1, dejong=0) and (diffuse=2, dejong=0) produce same results. On the other hand, if disturbances are correlated (/cross=1/), (diffuse=2, dejong=1) provides better results (in terms of AIC, BIC,...) than (diffuse=1, dejong=1). However, in no case is diffuse=2 reported in the filter bundle! Paolo