'condition' option of the Kalman

[nul0m]

Hi Mirek,

I'm not sure there's a "separate tutorial on Kalman filtering" you mentioned when option 'exclude' was substituted with 'condition'. Could you please tell us what this option is supposed to do? As far as I understand, prediction step is by default conditioned on all the info available up to (t-1). So empy 'condition' option would mean just a regular prediction. But if some obs_name is provided for that option, prediction step condition would be enriched with one extra preiod (t) of measurment variable obs_name. Is it correct? If so then how could one do the same thing he was able to do using 'extract' option?

Best,

Sergey