Search found 1 match

by cherry
Mon Jun 21, 2010 11:32 am
Forum: Estimation
Topic: Seasonal State Space Model
Replies: 0
Views: 1794

Seasonal State Space Model

Hello. Can you explain me what's wrong in my specification of quarterly state space model? I used the following code: param c(1) 0 c(2) 0 c(3) 0 c(4) 0 @signal log(ukgas) = mu+gamma+[var=exp(c(1))] @state mu= mu(-1)+nu(-1)+[var=exp(c(2))] @state nu= nu(-1)+[var=exp(c(3))] @state gamma = -gamma(-1)-g...

Go to advanced search