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Very sure. The strange issue is x13 gives me the seasonally adjusted series, irregular and trend series.
But the message posted made me suspicious.

i'm quite sure it has. This is the error i get: WARNING: Series should not be a candidate for seasonal adjustment because the spectrum of the original series (Table A1 or B1) has no visually significant seasonal peaks. Why am i sure? because i'm working with labour force and employed people. Everywh...

I worked with Multiplicative composition over x13. So, as you mentioned, i just need to scale for 100.
Thanks a lot for your consideration. Really.

Hi I need to chose which method to perform a seasonal adjustment. I will use the criteria of less or minimum noise, ie, irregular component. But, how can i compare the Irregular series from Tramo/Seats against the irregular series from x13? I did it, but Tramo/Seats reports values around 100, and x1...

Hi I have a doubt i wish you enlighten me. I have 30 obs. And i give the order to eviews to adjust seasonally by x13. I select the option choose best model with limits. However, all the models estimated show None of the models were chosen And then if i compare the series produced by x13 is the same ...

Hi
Programming i create a vector. The problem is the vector lost the related dates. How can i import the date, for example, from TC_data to the vector BETAS? I need it because i must graph and i really need specify the dates. Any idea? Thanks for your time and help.

i've been searching and i found a code @mprior or @vprior, but neither the manual nor on the forum detail how to use those functions.

Ok, it runs flawless. I haven't check the accuracy of the estimation. But, if i want to declare initial states for the variables, how do i make it? can you give me a link? By the way, thanks for your help. Not even in weeks i'd would have made it. Thanks again.

@signal pib=h+x @signal u=c(1)*x+ c(2)*x(-1)+ c(3)*x1(-1)+ s+[var = exp(c(4))] @state h=h(-1)+g(-1)+[var = exp(c(5))] @state x=c(6)*x(-1)+c(7)*x1(-1)+[var = exp(c(8))] @state x1=x(-1) @state s=s(-1)+[var = exp(c(9))] @state g=g(-1)+[var = exp(c(10))] It didn't work: Invalid lags or leads for state ...

But in the paper, the author says h and x are unknown. He clearly says those equations represent states. But under eviews, they should represent @signal? I want to declare i really don't know Kalman implementation. The only data i have is Y and U, which are gdp and unemployment. The paper illustrate...

When i run this state/space specification @state y=h+x @state u=c(1)*x+ c(2)*x(-1)+ c(3)*x(-2)+ s+[var = exp(c(4))] @state x=c(5)*x(-1)+c(6)*x1(-1)+[var = exp(c(7))] @state x1=x(-1) @signal h=h(-1)+g(-1)+[var = exp(c(8))] @signal s=s(-1)+[var = exp(c(9))] @signal g=g(-1)+[var = exp(c(10))] i get the...

Thanks, i'll give a try to what you wrote.

Hi I'm replicating a paper, which modelled the NAIRU like this: http://img804.imageshack.us/img804/2111/kalmannairu.jpg equation 1 says output is equal to a tendency, h, and a cycle, x. Eq 2 says the tendency is explained by a tendency also, g, and a random error. Eq 3 explains that tendency g. Eq4 ...

Here is my code for a arch and garch processes. The problem is i'm not generating dates associated to simarch/simgarch, so when i try to show a correlogram, i get a malfunction error. So, how do i generate 1000 observations simulating an arch and garch processes for afterward see their correlograms ...

i did something like this !length=@obsrange vector(!length) const vector(!length) phi vector(!length) theta vector(!length) error for !i=20 to 20 smpl @first @first+!i equation eq9c eq9c.ls rl_dj c ar(1) ma(1) const(!i-1)=eq9c.@coef(1) phi(!i-1)=eq9c.@coef(2) theta(!i-1)=eq9c.@coef(3) eq9c.makeresid...