[Gretl-users] Kalman filter and series components
Greetings!
I need to know if it is possible to separate series into components by using the kalman
filter with gretl, for example: state and measurement equations. if i understood the
theory , it is possible to discompose any non stationary series into a a cyclical,
trend and random component.
how would i plot these components and/or store the data.
Thanks in advance!!!!!
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