Search found 2 matches
- Sat Apr 30, 2016 1:57 pm
- Forum: Estimation
- Topic: kalman filter
- Replies: 2
- Views: 4354
Re: kalman filter
It runs now. you're perfectly right. Thank you very much for your help.
- Thu Apr 28, 2016 6:56 am
- Forum: Estimation
- Topic: kalman filter
- Replies: 2
- Views: 4354
kalman filter
please help! i'm trying to estimate this model based on Harvey and Jaeger (1993) but it doesn't run!! @signal log(y_cocoa)=trend+cycle+[var=exp(c(2))] @state trend=trend(-1)+beta+[var=exp(c(3))] @state beta=beta(-1)+[var=exp(c(4))] @state cycle=rho*@cos(lamda)*cycle(-1)+rho*@sin(lamda)*cycle_star(-1...
