EViews.com

Hi, I would like to estimate a model that is as similar as possible to a paper (in portuguese): https://www.scielo.br/j/ee/a/sY53mnttTRyM6qqz5TFB9jv/?lang=pt The model I wrote is: ' Parameters @param rho_unemp(1) 1.559616643248347 rho_unemp(2) -0.6659575898354064 @param sigma(1) 0.496804646985957 si...

Hi, Suppose I have a time series that is a 3 month moving average of an unknown time series. I need to estimate the underlying time series, using a state space model. So, suppose Y is the known 3 month moving average time series. I want to find the X time series such that Y_t = (X_t + X_t-1 + X_t-2)...