Il 22/06/2016 13:08, Allin Cottrell ha scritto:
For anyone interested in working with state space modela via gretl:
please note that we have now replaced the documentation in chapter 30
of the Gretl User's Guide with an account of the new (bundle-style)
interface. We think the new code is now ready to roll, but if anyone
is able to do some testing before the next release -- which should be
in a week or so -- we'd be grateful.
The old Kalman interface is still available for now (but will likely
be removed in the release following the next one). And you can find
the old doc at
http://gretl.sourceforge.net/papers/kalman_old.pdf
Allin Cottrell
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Dear Sven,
I've tried the example 30.2: I've copied and pasted (and run) the scipt
30.2.
I've recived the following error message: Data types not conformable for
operation
Actually the same message arised with other data.
Where is the problem?
Paolo
--
Paolo Chirico
Assistant Professor of Economic Statistics
Dept. of Economics and Statistics "Cognetti de Martiis"
Campus Luigi Einaudi, University of Turin
ITALY