Re: [Gretl-users] new Kalman interface
I performed the example 30.3: "philips curve... with time-varying slope"
1) I was responded the following error (in the MLE step):
...
/* ML estimation of intercept and the two variances */
? mle LL = err ? NA : B.llt
? B.obsy = B.depvar - b0
? B.obsvar = s_obs^2
? B.statevar = s_state^2
? err = kfilter(&B)
? params b0 s_obs s_state
? end mle
Unexpected byte 0xe2
Syntax error
*** error in function at_each_step, line 1
b.obsymat = b.mX[b.t,]’
The formula 'err =
kfilter(&B)'
produced an error on execution
Error executing script: halting
end mle
2) How can I be sure that b.obsymat was varing if obymat in bundle
objects shows the initial value and not the last one?
Paolo
--
Paolo Chirico
Assistant Professor of Economic Statistics
Dept. of Economics and Statistics "Cognetti de Martiis"
Campus Luigi Einaudi, University of Turin
ITALY