The RATS Software Forum

Dear Tom,

"## MAT3. Matrix with Dimensions 3 x 3 Involved in DLM-SW matrix Operation. Need 13x13 to match F"

This is the message i get when i run the Textbook Examples from "Harvey, "Forecasting, ..., Kalman Filter",
files harveyp082.prg and harveyp219.prg.

It comes after:
dlm(start=(sw=%%GlueSWBSM()),a=a,c=c,f=f,sv=sigsqeps,sw=sw,y=drivers,exact,$
type=filter,method=bfgs,vhat=vhat,svhat=svhat) * 1981:12 xfilter

It looks like sw is not comformable.

What can i do to make them run ok ?
I´m using RATS 7.10.

Thank you very much for your help.
Marcos

That seems to work with RATS 7.1 if you use the current LOCALDLM, SEASONALDLM and LOCALDLMINIT procedures. There were many revisions to the DLM instruction and the state-space procedures in version 7.3 and your problems may be due to some odd combination of the software and the procedure files.