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Dear Gareth,

Thank you so much for yuor reply.

Does this mean that the resolution of this problem can be achieved only through a redefinition of the model only? Or can changes in the initial values (coefficient and/or state) be a key to the solution?

Best,
George

Dear all, One more question regarding the estimation of state space models in Eviews. What does the message "WARNING: Singular covariance - coefficients are not unique" imply exactly and what can and must be done in order to eliminate this problem? Thanks a lot in advance for your feedback...

Dear all, Suppose that we have a very simple state space model of the form: @signal a=c(1)+sv1*b+[var=exp(c(2))] @state sv1=sv1(-1)+[var=exp(c(3))] where both "a" and "b" are observable. Suppose further that "a" appears wih a monthly frequency in the data while "b&...