Differences Since the Prior Version

A bug fix. When the model was quarterly or annual, and at least one measurement equation had an autoregressive idiosyncratic factor, the application terminated abnormally without explaining why. Note: The manual is unchanged from the prior version except for an erratum that was fixed on p. 10.

A bug fix. When all indicator series were missing in a given period, the application terminated abnormally without explaining why. This situation no longer results in termination of the job.
A bug fix. When the model was quarterly or annual, i.e., all indicator series were quarterly or all indicator series were annual, the application treated the data as monthly. This bug had no affect on parameter estimates, index estimates (except for the normalization date), or estimates of the filter. The only impact was on the dating of series in output files, which was monthly when it should have been quarterly or annual. Series in the output files are now dated correctly.
A bug fix. When the <ENTER> key was not pressed at the end of the last line in the command file, it was not recognized by the application, resulting in the last command not appearing in the log file and not being executed. It is no longer necessary to press the <ENTER> key after the last line in the command file.

An enhancement. The user can now output estimates of Kalman filters by specifying a FILTER output file in the FILE command. See the manual.
A bug fix/enhancement. An error in the coding of an inversion routine prevented inverses from being calculated when the matrix to be inverted was ill-conditioned (i.e., was close to being singular). This may have prevented the numerical optimizer from converging in some situations. The software is now able to handle more poorly-conditioned matrices than before.
An enhancement. The software can now be run in batch mode. This enables one to estimate several models, one after another, by issuing a single command.

Baseline version for this document.

January 19, 2004