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Yes it does, thank you very much. One final question -- would one expect the smoothed/filtered estimates to begin at the initial value specified with @mprior statement (or at 0 if not specified)? It seems that this happens for the step ahead predicted states, but not for the other two, and I am tryi...

Thank you very much for clearing this up. I will limit my work to simpler data sets without the panel structure. In the meantime, could you please tell me or refer me to a reference which will clear up the difference between the options under the Proc-->Make State Series menu? There are 1) Predicted...

Thank you for your help! I have posted an example of what I am working with. Unless I am doing something wrong (very possible) it appears through my state variable forecast that the estimates are continuing across cross sections (meaning it is not recognizing the panel structure), since if they were...

Hello, I using the sspace object on my workfile which has a balance panel structure. I want to use a fixed effects model for the cross sections. As far as I understand, this must be done "manually" using the sspace object, so I have done this both by creating a set of dummies for the cross...

What is the reason for gettng the following error message: "Missing or Negative Variance found in State Equation 1" when I try to estimate the variance in this manner in the state equation? I get a similiar message, only appled to the signal equation, at times as well.

I see!! Thank you!!!

Thank you -- how could you tell this? I do not see any missing values. I'm sorry I'm so slow here.

Thank you! The workfile just contains an example of what is happening, the specification doesn't make sense right now. It is a panel data set. Please let me know if you need more information.

I lied about the final follow - up, sorry. One more question -- I've filled in all the values now, per the suggestion above, and am getting the same error message. I know longer have any missing values, so is there any reason this could happen? I have a lot of zero values and times when the observat...

Hello, I have run my State Space Model which includes one state variable, sv1. The final stage value of sv is Final State SV1 -0.008414 However, I would like to see the path of SV1 throughout the time period. From what I understand, to do this you go to View --> State Views --> Graph State Series. T...

OKay, so I will just fill in the missing values with the most recent existing value. This is better than estimating it, so I'll use it. Thanks!

One final follow-up question here. Is there a way to possibly tell the state to stay "as is" for observations where it encounters missing values ( i.e. some setting or coding that will accomplish this)? I am trying to avoid having to fill in these missing with an estimated value.

Ha - yes, which is why I used it. I just wanted to make sure that I was interpreting correctly what it meant. It sounds like I am?

Hi, This is a very basic question, but I wanted to make sure that I was interpreting the code correctly. If I would like to estimate a random variance for the error in your state or signal equations, the code is the following: @state sv1 = sv1(-1) + [var = exp(c(2))] (and similar for the signal) How...

Great -- thanks so much for your help.