Dear Allin and Jack,

Thanks for your replies. But I think I find another little mistake in
the Kalman Filter chapter. The equation 27.1 (state equation) has in
its right hand side the term "v_t", but I think it is "v_t+1", am I
right?

Um abraço,
Henrique


2012/1/5 Allin Cottrell <cottrell(a)wfu.edu>:
> On Thu, 5 Jan 2012, Henrique Andrade wrote:
>
>> I'd tried to replicate the example 27.2 of the Gretl User’s Guide but
>> I'd found an error:
>>
>> <error message>
>> 'Uhat' is not the name of a variable
>> Error executing script: halting
>> </error message>
>>
>> I think the problem is only due to the name "muhat" and "Uhat".
>
>
> That's right, "Uhat" should be "muhat". Fixed in CVS.
>
> Allin
>
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-- 
Henrique Andrade

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