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I'm not sure why it happens, but the following commands may help you. vector(2) final_state final_state = ss_arma21.@final_state final_state.sheet Also, I found the following description. https://www.eviews.com/help/helpintro.html#page/content%2Fsspacecmd-Sspace.html%23 State and Signal Results The ...

I'm not too confident, but I think I can point out two things. First, you store the forecasts in "price_nordf", not in "pricef". Second, the "!RMSE"(!THEIL) is just a new control variable; it is not related to the predefined vector, "RMSE"(THEIL). So my sugges...