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
Gretl-users mailing list
I've tried the example 30.2: I've copied and pasted (and run) the scipt
I've recived the following error message: Data types not conformable for
Actually the same message arised with other data.
Where is the problem?
Assistant Professor of Economic Statistics
Dept. of Economics and Statistics "Cognetti de Martiis"
Campus Luigi Einaudi, University of Turin