Search found 2 matches
- Sat Jun 28, 2014 3:13 am
- Forum: Programming
- Topic: Help required with State Space model
- Replies: 3
- Views: 3985
Re: Help required with State Space model
Thank you for your answer. However, i have stumbled upon another problem. Yesterday evening everything was working fine and i got some good values for C1, C2 and C3. When i opened the file again today, i decided to change the sample period by 1 year. I thought this would be no problem, but i am now ...
- Fri Jun 27, 2014 5:18 am
- Forum: Programming
- Topic: Help required with State Space model
- Replies: 3
- Views: 3985
Help required with State Space model
Hello, I am currently writing a thesis about the financial performance of Alternative Energy Indices. To estimate the financial performance i would like to use a state-space market model combined with the Kalman Filter optimization algorithm. The model i am using is given by the following equations:...