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/StrucTiSM.pdf

Artur
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