Search found 3 matches
- Tue Aug 24, 2010 8:21 am
- Forum: Estimation
- Topic: Kalman and forecasting!
- Replies: 3
- Views: 3042
Re: Kalman and forecasting!
well i became happie a lil sooner than i sud have..I understood how to do it. I have around 10 state space equations and i had already estimated them. However, for foreasting purpose i expanded by sample space so i start with the estimation of state space again...while i get the forcast results for ...
- Tue Aug 24, 2010 4:40 am
- Forum: Estimation
- Topic: Kalman and forecasting!
- Replies: 3
- Views: 3042
Re: Kalman and forecasting!
hey got it working.... :D :D :D :D :D :D
thanks a ton...God bless ya!!
thanks a ton...God bless ya!!
- Tue Aug 24, 2010 1:34 am
- Forum: Estimation
- Topic: Kalman and forecasting!
- Replies: 3
- Views: 3042
Kalman and forecasting!
Hey, I know this has been posten before but i couldnt find a solution in that thread. First and foremost, I am using eview 6. I have managed to get results for my state space model but now I want to forecast the value for my state. My model is very simple : @signal bcb = sv1*ftseallshare + [var = ex...
