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- Sun Aug 04, 2019 5:30 am
- Forum: Programming
- Topic: State space model convergence
- Replies: 5
- Views: 10036
Re: State space model convergence and singular covariance matrix
Hi everyone, I am a buddying Eviews user dealing with local level State Space model for the first time. As the author of the original post here I struggle to handle thw Warning of Singular Covariance Matrix I have daily consumer expenses data for a period of 2 years. I decided to try the model and u...