Search found 2 matches
- Fri Oct 17, 2014 8:09 am
- Forum: Programming
- Topic: VAR - specifying number of lags by referring to scalar/...
- Replies: 1
- Views: 1831
VAR - specifying number of lags by referring to scalar/...
Hi, I was wondering whether there is a way to specify the number of lags in a VAR in, say, a scalar (or any other object), and then to refer to it in the code? Something like: ---------------------------- scalar L=3 Var test.ls 1 L variable1 variable2 --------------------------- Obviously the above ...
- Sat Jul 05, 2014 5:38 am
- Forum: Estimation
- Topic: Save final state(s) of sspace in table or vector
- Replies: 1
- Views: 1912
Save final state(s) of sspace in table or vector
Hey guys, I'm estimating a state space model and would like to know the code with which I can save part of the sspace output (the final state and its RMSE) in a vector or table. I know that statefinal shows you the value of the final state but I don't seem to succeed in saving it. I've tried stuff l...