[Gretl-users] Re: Univariate Time Series Structural Time Series Options
Am 22.01.21 um 16:47 schrieb Brian Revell:
The three model selection options, Local Level, Local linear Trend
and
Basic structural Model all appear to give the same parameter estimates
if the same combination of options regarding irregular, trend and
slope are selected . Is this to be expected? If so, why the need to
differentiate the three model types?
Brian
Hi Brian,
It would be helpful if you could provide a script for replication. Also,
which version of StrucTiSM are you using?
Best,
Artur