[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