Re: [Gretl-users] Kalman Filter Example Error
On Thu, 5 Jan 2012, Henrique Andrade wrote:
Thanks for your replies. But I think I find another little mistake
in
the Kalman Filter chapter. The equation 27.1 (state equation) has in
its right hand side the term "v_t", but I think it is "v_t+1", am I
right?
I'll have to double-check, but I don't think so. There's more than
one way of representing the Kalman filter, and I believe the
documentation correctly reflects the representation used by gretl.
Allin Cottrell