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I'd love to see the solution as i am facing a similar problem....
anyone?
thx

Hello, now here is my code for the seasonal state space model. The forecasting performance is okay, but the p-values of the coefficients are not as expected. Any suggestions? series y=m+g+e m=trend, g=seasonality, e=irregular seasonality is modeled by using trigonometric terms. I think the starting ...

Hello, i am trying to specify a state space (unobserved components) model in EViews 7 for energy consumption on a quarterly basis. I use (or at least i try to do so :) ) the same specification as Koopman and Ooms (2002), http://www.econometricsociety.org/meetings/esem02/cdrom/papers/1267/KoopmanOoms...