open bjg.gdt

foreign language=R --send-data
    y <- gretldata[, "lg"]
    strmod <- StructTS(y)
    compon <- as.ts(tsSmooth(strmod))
    vars <- as.matrix(strmod$coef)
    gretl.export(compon)
    gretl.export(vars)
end foreign

append @dotdir/compon.csv
rename level lg_level
rename slope lg_slope
rename sea lg_seas

vars = mread("vars.mat", 1)