[Gretl-users] Re: State space modelling
Am 12.12.20 um 11:51 schrieb Brian Revell:
Hi Artur
many thanks.
this is exactly what I need especially as it has a GUI front end.
Is there a URL to download it from?
However, currently StrucTiSM only supports forecasting with no exogenous
stochastic regressors. It's on my list to make this more flexible though...
Packages can be downloaded + "installed" either through the GUI or by
running:
pkg install StrucTiSM
To load the package simply run:
include StrucTiSM.gfn
Best,
Artur