[Gretl-users] Re: State space modelling

Am 01.12.2020 um 17:20 schrieb Brian Revell: The latter, yes, so basically in the built-in script editor. The MLE area is meant for even lower-level access, without the predefined Kalman filter objects. In later parts of the guide it is pretty much assumed that people know the scripting interface of gretl. However, at the beginning this is explained, please see section 3.1. (BTW, in my version of the guide the script listing is number 36.4 in ch. 36, I guess you have a slightly older version where some newer chapters do not exist yet. But this shouldn't make a difference in this context.) cheers sven