Search found 3 matches

by Hank
Mon Feb 09, 2015 7:38 pm
Forum: Estimation
Topic: State Space -Forcast
Replies: 6
Views: 9953

Re: State Space -Forcast

Thanks for your answer, Glen. Your answer confirmed what I was thinking, although it was not directly to my question. That paragraph is a bit confusing. It talked about n-step forecast. If the initial condition started at period 0, the beginning of the forecast period should be N instead of N-1. The...
by Hank
Sun Feb 08, 2015 7:05 pm
Forum: Estimation
Topic: State Space -Forcast
Replies: 6
Views: 9953

Re: State Space -Forcast

Thanks, Glenn.

What I mean is Eviews actually allows two equations share the same signal variable? Normally that does not happen.

I hope you can help me with other questions.

When will Eviews 9 come out?

Thanks.

Hank
by Hank
Fri Feb 06, 2015 9:40 pm
Forum: Estimation
Topic: State Space -Forcast
Replies: 6
Views: 9953

State Space -Forcast

I am reading the Eviews 8 manual on State Space models (Chapter 19 in User Guide II). I have the following questions I hope you can help me. I thank you in adavnce. 1. In the State-Space forecasting part, on page 623, it says, when they are multiple equations for a signal varaible, Eviews can not cr...

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