Search found 2 matches
- Sun Feb 03, 2019 9:32 am
- Forum: Econometric Discussions
- Topic: State Space Z-Statistic for final State
- Replies: 0
- Views: 2492
State Space Z-Statistic for final State
Hello, I am estimating a state space model with one time varying coefficient with annual data covering 1970 2017. I attach the Eviews outputs to the post. As you will see the fixed coefficients are statistically significant according to their corresponding z values. However, the final state appears ...
- Sun Jan 27, 2019 5:53 am
- Forum: Econometric Discussions
- Topic: State Space Insignificant Final State
- Replies: 0
- Views: 2161
State Space Insignificant Final State
Hi People, I have estimated a state space model with one time varying coefficient and two fixed coefficients. All the coefficients appear to be statistically significant but the the reported final state has a z-statistic with a p-value of 0.67. I am interested in the time variance of the state varia...