Different media outlets called the weapon used by the Russians in the attack either a missile or a rocket. Russia uses both systems. From the White Sands Missile Range they have this on their website, "One of the most asked questions is, "What is the difference between a rocket and a missile?" Range employees usually simplify the discussion by saying a missile has a guidance system or brain to get it to its destination and a rocket just goes where it is initially pointed."
A rocket is similar to an artillery projectile because the distance it travels is based on the elevation of the gun or rocket and then the amount of propellant sending the projectile or rocket on its way. A missile has a guidance system.
NBC Nightly News had the headline about a rocket hitting the train station and then during the news segment called it a "missile." The Ukrainians called it a missile, so I'm going with them as defining the weapon. There were also remnants of the "missile" at the site and it would seem to be a missile and not a rocket.