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- Thu Jul 07, 2016 5:06 pm
- Forum: Estimation
- Topic: State Space model
- Replies: 27
- Views: 42160
Re: State Space model
Dear ALL I am doing DieBold and Li and putting my sspace modelling, but showing NEAR SINGULAR MATRIX error, could anyone suggest me anything? am I making any mistakes on my equations? PLS PLS help. Many tnx @signal _3_month =sv1+( ( 1-exp(-c(26)*3) ) / (c(26)*3) )*sv2+( ( ( 1-exp(-c(26)*3) ) / (c(26...