Search found 3 matches

by nimz
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 ...
by nimz
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!!
by nimz
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...

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