yhat in dlm?

Discussion of State Space and Dynamic Stochastic General Equilibrium Models

yhat in dlm?

Postby airways1 » Sun Apr 13, 2008 8:41 am

The following is a piece code of example from the textbook example

dlm(a=1.0,c=1.0,sv=100.0,sw=5.0,x0=130.0,sx0=400.0,y=kurit,$
yhat=yhat,svhat=svhat) 1 9 xstate vstate

while i execute the above code, winrats response :
## OP3. This Instruction Does Not Have An Option YHA
>>>> yhat=<<<<

Another question is that why after the range1 to 9, xstate vstate are attached, I didnot read anything from the manual?
airways1
 
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Postby TomDoan » Mon Apr 14, 2008 2:20 pm

We added quite a few new options to DLM with version 6.35 (and some others with 7.00). That was when we were working on the examples from the West and Harrison and the Durbin and Koopman books. If you're working with those, it would be a good idea to update to version 7.
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