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- Fri May 26, 2017 8:06 am
- Forum: Estimation
- Topic: State Space Model Initial conditions
- Replies: 1
- Views: 2703
State Space Model Initial conditions
Hello! I am very new to the State Space modelling, and probably will ask easy questions. I have @signal exrate = c(1) + b1*(brent) + c(5)*baserate + [var=exp(c(2))]. and @state b1= b1(-1) + [var=exp(c(3))] what is c(2)? I cannot understand Also in setting initial values for example using param c(1) ...