[Gretl-users] Re: State space modelling

Am 12.12.20 um 02:37 schrieb Brian Revell: > As a user rather than programmer, has anyone written script for a state > space forecast using the Kalman filter for gretl? > cheers > Brian Hi Brian, you may have a look at the StrucTiSM package for this. Here is the doc: http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/unzipped/StrucTi... Artur _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/