Hi Sven

many thanks for your prompt feedback. Where did you paste it in? In the Model MLE option from the GUI -or under File -Script File-menu option? As I said I have used Gretl so far only via the GUI. -so where do I go to paste it in and run the problem from my data file. I think I can alter the example variables and parameters. It is just to know where to do this. The manual is not helpful in this respect. I suspect the error message will not be of much help if I was inserting the Script for the SSmodel in the wrong place.

cheers

Brian

On Tue, 1 Dec 2020 at 15:52, Sven Schreiber <svetosch@gmx.net> wrote:

Am 01.12.2020 um 15:58 schrieb bjr.newmail@gmail.com:
> I wanted to estimate a model with a time varying parameter (on a simple linear trend) and would appreciate some guidance as I am not a programmer in Gretl's language.
> 1) Where in the GUI Model set of commands do you access the State Space modelling - is by writing the spec in the MLE option?
> 2) I loaded the example file AWM.gdt
> 3)Entered the commands below exactly as specified in the manual viz. Listing 34.4: Phillips curve on Euro data with time-varying slope
> 4) It died at the first line.
>
Hi, I copied and pasted the code from your email and it runs fine here.
Please provide more details about the error message you're getting and
your gretl version etc.

As for your general question: AFAIK there is currently no GUI access to
the general state-space framework yet, given the complexity involved.

For certain special cases the contributed package StrucTiSM offers a GUI
access, among which the local level, the local linear trend, and the
so-called basic structural models. Don't know if it really covers what
you're looking for, though.

cheers

sven
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