Search found 4 matches

by LanceCarey
Mon Apr 18, 2011 11:47 am
Forum: Programming
Topic: Importing from Excel 2007
Replies: 3
Views: 5124

Importing from Excel 2007

I am trying to import data from Excel 2007 (.xlsx) in a program. Is there a way to only import only the first three columns (or a certain range) in command mode?
by LanceCarey
Fri Jan 14, 2011 12:43 pm
Forum: Estimation
Topic: Simple State Space Example
Replies: 5
Views: 10913

Re: Simple State Space Example

Does this seem reasonable?

@signal y = sv1 + [var=c(1)]
@state sv1 = c(2) + c(3)*z + [var=c(4)]

since x is unknown at the current point in time, it is not included, although I can use it to estimate the coefficients above... is that correct?
by LanceCarey
Wed Jan 12, 2011 11:42 am
Forum: Estimation
Topic: Simple State Space Example
Replies: 5
Views: 10913

Re: Simple State Space Example

Ok, say I have the true value of something but only through last year. Call the series x. I have two independent estimates for this year, y and z. Can you please provide the simple code to set up the state space model? I am looking for something like: @state [please fill in] @signal [please fill in]...
by LanceCarey
Mon Jan 10, 2011 10:17 am
Forum: Estimation
Topic: Simple State Space Example
Replies: 5
Views: 10913

Re: Simple State Space Example

I believe I have basically the same question. I have a value that I am trying to estimate using two separate measurements. The true value won't be known until sometime in the future. How do I combine the two estimates in a state space model in Eviews to get a better approximation of the actual value...

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