[Gretl-users] Re: State space modelling
Am 17.12.2020 um 20:26 schrieb Brian Revell:
Hi Sven
with the Script below which is for a time varying parameter. there
are 2 things I wish to get from the output of this routine.
First in the final gnuplot command I have added, I want to include in
the graph of the dependent variable the estimated/smoothed level of
the system with its 95% CI
Second to get a printout of the values of tvar_ bhat and its 95% CI
and of the level of the system
Also with regard to StrucTiSM, it would be helpful have a printout of
the values of estimated level of the system (and its 95%CI)
Is there some simple script I can add to do these things.? The
forecast script you supplied works well thank you in StrucTism post
estimation.
Brian, you would have to ask more specific questions, because we cannot
write your scripts for you. We have put your ideas about missing GUI
features in StrucTiSM on our to-do-list, but this is not going to happen
in the very short term. For general handling of matrix and series
objects in gretl (scripting) and the gnuplot integration I can for now
only refer you to the relevant chapters of the user guide. If then you
get an error which you don't understand, you're very welcome to post it
here and ask for help.
sorry,
sven
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