I'm trying to estimate the following state space model:
@ename e1
@ename e2
@ename e3
@evar var(e1) = exp(c(1))
@evar var(e2) = exp(c(2))
@evar var(e3) = exp(c(3))
@signal cycle_gdp = alpha + beta*cycle_gdp(-1) + e1
@state alpha = alpha(-1) + e2
@state beta = beta(-1) + (c(4))*cycle_ratio + e3
How do I generate the time line plot of the unknown parameter c(4)?
Any help would be really appreciated.
Thanks.
State Space - generate plot of unknown parameters.
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Re: State Space - generate plot of unknown parameters.
c(4) is an estimated constant. It doesn't very over time.
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