[Gretl-users] Re: State space modelling

State-space forecasts The forecast part of the package works well as far as I can see. However, it would be helpful and useful if the fitted values of the BSM are printed out or retrievable , in order to be able to create plots that show original dep. variable, fitted and forecast values on the same plot. Currently there one plot which shows dep var and fitted values, and another which shows dep var and forecast. Apparently never the two shall meet. A print out of fitted values would also be useful -otherwise it is somewhat tedious picking them off the plot readout. I assume the shaded area of the forecast plot is the 95% CI - SEs for the fitted values would also be a useful information in the estimation results. Cheers Brian On Sat, 2 Jan 2021 at 20:15, Sven Schreiber <svetosch(a)gmx.net&gt; wrote: