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