Dear gretl users, especially those working with so-called Structural Time Series Models, please note that the two packages BSMestim(.gfn) and LLTestim(.gfn) will be removed from the package server soon. These packages covered the "Basic Structural Model" and the "Local Linear Trend" model, and this functionality is now included (has been for a while) in the newer package StrucTiSM(.zip). Background: The author of those packages is gretl veteran Ignacio Díaz-Emparanza who did a pioneering job years ago programming the necessary Kalman filter "manually" in gretl's language hansl. But for some years now gretl has had a native Kalman filter engine for state-space modeling (see ch. 33 of the user guide). This made it possible to develop the more general package StrucTiSM (for the current package version you need at least gretl 2017d). Ignacio's original implementation will still be an interesting and inspiring example of programming with hansl, so the code will be turned into two additional example scripts that are shipped with gretl. (See File/Script files/Practice scripts...) If for some reason you rely on these two packages, please keep local copies for yourself on your machine. Thanks, Sven