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- Tue Apr 05, 2011 3:10 am
- Forum: Estimation
- Topic: State Space assuming zero covariance
- Replies: 1
- Views: 1771
State Space assuming zero covariance
Hello, I was set up a Kalman model when running it everything seems fine, until I run @curr_statecov where I cant find a way to make eviews spit out decent covariances. I know eviews, by default assumes zero covariance, but after appending @evar cov(e1, e2) = c(25) etc. I presumed getting results ot...