Thanks Sven
progress being made...
A couple of error messages below the 5 period forecast data though they didn't seem to be terminal.
-------------------------------------------------------------------------------------------------------
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

Error executing script: halting
> series SEVERN_EGGS_UNADJ = SevernSTS.fcast
----------------------------------------------------------------------

My next  query is how I can get the values of the model system state that are shown together with the actual data series via the graphics tab . Ideally I would like to show these with their 95% CI, and also the contiguous forecast values with their 95% CI .  The second output that would be useful would be a smoothed value of the time varying trend co-efficient from the model.  Do the values of the time variable default to    1,2.....n or do they take the date values in the estimation.?

Thanks again for your guidance .
best wishes
Brian


On Wed, 16 Dec 2020 at 13:00, Sven Schreiber <svetosch@gmx.net> wrote:
Am 16.12.2020 um 10:13 schrieb Brian Revell:
> Hi Sven
> yes I have tried it -without success
>
> The bundle was saved after estimation using the Save File command as
> SevernSTS . The Bundle icon is attached as a jpg. I also saved the
> bundle contents but that command does not enable me to name a file so I
> don't know if that info was actually saved. it doesn't appear in the
> icon attached.
> I then went to the Gretl file command and created a script file
> containing the text you sent to me having changed the name of the
> download bundle file name and dependent variable -it clearly couldn't
> find/include the Bundle file I had saved.  I have attached an image of
> the Bundle SevernSTS.  As I said, however, this only appears to contain
> the estimation output file not the individual elements of the estimation
> process which are listed in the Command Save Bundle content .
> Script file run:-
> ----------------------------------------------------------
> include SevernSTS.gfn

The "include" refers to the package name, so it has to be StrucTiSM.gfn.
(This is necessary to make the package known to the script environment,
even though you ran the package before through the GUI.)

> STSM_fcast( &bstrucTS, 5)

And judging from your screenshot the bundle name is SevernSTS, so this
call has to be STSM_fcast( &SevernSTS, 5).

> series SEVERN_EGGS_UNADJ = bstrucTS.fcast
> series SEVERN_EGGS_UNADJ = bstrucTS.fcastvar

same here

cheers
sven
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