Search found 2 matches

by ked
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.
by ked
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...

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