[Gretl-users] Re: State space modelling
Am 16.12.2020 um 15:48 schrieb Brian Revell:
Thanks Sven
progress being made...
A couple of error messages below the 5 period forecast data though they
didn't seem to be terminal.
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gretl version 2020e
Current session: 2020-12-16 13:55
? include StrucTiSM.gfn
C:\Users\Brian\AppData\Roaming\gretl\functions\StrucTiSM\StrucTiSM.gfn
? STSM_fcast(&SevernSTS,5)
Out of sample forecast for SEVERN_EGGS_UNADJ
horizon forecast std.err.
1 7.9429 4.85375
2 7.85103 5.71423
3 7.75916 6.51948
4 7.6673 7.28785
5 7.57543 8.02992
? series SEVERN_EGGS_UNADJ = SevernSTS.fcast
Incompatible types in assignment: series = matrix
The background here is that the active sample doesn't match the length
of the matrix. (rows)
This could actually be a bug in our package, since the match should be
checked I guess. Will have a look later.
cheers
sven