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Hi there, I just want to flag that there could be a problem in forecasting sspace models.
Initialising the 1-step ahead forecast with a smoothed state from estimation Eviews yields the smoothed foreacast for the state variables. That should not be the case.
Let me know your toughts about it.
Thanks

Hi there, I did not find anything in the user manual on how to read the uncentered VIF in the coefficient diagnostic of a logistic smooth threshold model. would someone explain please?
thanks
S

It's my bad. The trick works nicely. It's just what I was looking for.
Thanks a lot.
S.

It is correct but the guide gives wrong informations regarding the output of the operator.
My aim here is to set the sample equal to the time interval spanned by a specific series.
is there any function that does the trick?

Hi there, I have a problem using the function @first and @last. Here is what I expected to get from these operators, it is an excerpt from the eviews guide: Series Data Members String values @first string containing the date or observation number of the first non-NA observation of the series. In a p...

Thanks a lot Glenn. Always very helpful.
S.

Hi to everyone, I'm trying to estimate a quite complex state space model and I've found problems of convergence in the estimation process that could be tackled restricting the value some of the parameters range. Is it possible to impose restrictions of this kind in a SSpace object? 0<x<1 . Thanks a ...

Thank you Glenn you're deadly right. when it is written down it seems obvious. the example you provvided is very effective and I strongly suggest to add it to the next user guide. thanks so much Glenn. If I may I would put another question to you that is, I guess, of interest for many eviews users. ...

Thanks Glen for your reply and forgive me for the delay (I did not receive a notification of your reply). I think that the user guide should provvide an example on how to implement what is stated regarding the modelling of the contemporaneous correlation. I don't get what you mean for being more spe...

I've tried this and it seems to work..... but not sure it is doing what I'm thinking... @SIGNAL gdpyoy=c(50)*gdpyoy(-1)+c(51)*gdpyoy(-2)+(1-c(50)-c(51))*sv1+[ename = e1] @state sv1 = sv1(-1)+ [ename = e2] @state sv2=sv1(-1) @state sv3 = sv2(-1)+[ename = e3] I've imposed the same variance for e2 and ...

Dear all, I'm having some problems trying to write a sspace object. I would like to model the contemporaneous correlation between the errors of the state and signal equations. I read from eviews manual that "to allow for correlation in the contemporaneous states and signals in time t, you will ...

Hi everyone, the estimations of the SS models are troublesome: i.e. high instability of the results, program crashes. the same program does not show these problems with Eviews8. The new version (Eviews9X64 - 8 May) has had a very difficult start. I'm worried and a little bit disappointed.