[Gretl-users] Re: State space modelling
Am 15.12.2020 um 18:08 schrieb Brian Revell:
Hi Sven, having estimated a local linear trend model via the GUI, it
enables me to save the bundle -but actually all that happensis it
lists the content, but does not enable me to give it a name. If I go
to file and use the command save bundle, all it saves is the
estimation output. Also it is not possible to retreive the fitted
values -only a graph.
When I execute a specification with StrucTiSM graphically, I get a new
gretl window with the title "Structural TS" and the printout. The
leftmost button has a diskette icon and on clicking I can select the
second menu line "Save bundle to session as icon" or s.th. to that effect.
Can you do that on your installtion as well? If not, please describe
what exactly is absent.
So I have been unable to see any way to save and link the Structural
time series model outputs to the script you kindly sent (minus the
hansi markers). It would be good to be able to not only produe the
forecasts but the 95% CI around them, and graph in the same way as one
can from the example in the Gretl manual for the time variable parameter.
Agreed. We will clarify among the gretl team whether the bundle-fcast
apparatus is already functional and could be used by a package. (We
still would have to update the StrucTiSM package, of course, but
shouldn't be too difficult.)
cheers
sven
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