Simulation of state space models

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NoraVelvet
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Joined: Mon Feb 14, 2011 3:11 am

Simulation of state space models

Postby NoraVelvet » Mon Jul 18, 2011 6:02 am

Is it possible to simulate state space models in EViews? I tried making a model of my state space object and then, following the EViews help file, I tried making scenario's. That, however, didn't work out. How can I simulate the effects of changing the values of one of my exogenous variables?

Thanks!

EViews Gareth
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Re: Simulation of state space models

Postby EViews Gareth » Mon Jul 18, 2011 8:01 am

You need to make the exogenous variable into an override (done in the scenario dialog). Once it is overridden the model will use the scenario's values for that variable rather than the true values.

Thus if you're solving scenario 1 (which has am alias suffix of _1), then the model will use X_1 rather than X when solving. This, obviously, means that you should have a series called X_1 already in your workfile that contains the changed values of X.

Hope that makes sense.
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