Is it possible to simulate state space models in EViews? I tried making a model of my state space object and then, following the EViews help file, I tried making scenario's. That, however, didn't work out. How can I simulate the effects of changing the values of one of my exogenous variables?
Thanks!
Search found 3 matches
- Mon Jul 18, 2011 6:02 am
- Forum: Models
- Topic: Simulation of state space models
- Replies: 1
- Views: 5935
- Thu Feb 17, 2011 2:34 am
- Forum: Estimation
- Topic: Errors when estimating state space model
- Replies: 2
- Views: 2683
Re: Errors when estimating state space model
Is there someone who can help me with this problem?
I would very much appreciate it!
I would very much appreciate it!
- Mon Feb 14, 2011 4:56 am
- Forum: Estimation
- Topic: Errors when estimating state space model
- Replies: 2
- Views: 2683
Errors when estimating state space model
Hello, I'm trying to model the effects of radio commercials, print advertising and the website activity (as well as their interactions) on a variable which consists of the residuals of a previous model. I attached my workfile. According to general theory, all c's in the state space model (so c(1) un...