i used the the folow specification
@signal expott = sv1+ sv2
@state sv1 = sv1(-1) + [var = exp(c(1))]
@state sv2 = c(3)*sv2(-1) + [var = exp(c(2))]
i dont have the output sv1 et sv2
Search found 2 matches
- Mon Nov 01, 2010 7:47 am
- Forum: Programming
- Topic: extract trend and cycle with kalman filter
- Replies: 2
- Views: 3079
- Wed Oct 27, 2010 4:37 am
- Forum: Programming
- Topic: extract trend and cycle with kalman filter
- Replies: 2
- Views: 3079
extract trend and cycle with kalman filter
Good day, someone can help me to write a programm that allow to me to extract trend end cycle for series with kalman filter, am using Eviews 5 ,Thanks.
my email ouhdanyassine@gmail.com
my email ouhdanyassine@gmail.com
