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Thanks Gareth.
He came, he saw, he estimated (I actually looked it up! Google Translate is a great thing....)

Just a simple general question. How does one change the C coefficient vector? (I am working with state space models.) Bonus question: say you run a state space model for the first time - you get "reasonable" results. Then you run it again. And you get this annoying "singular matrix&qu...

Hello, I have a question that I cannot figure out. I run a very, very simple ARMA(1,1) with the log of Louisiana employment data. [Cannot attach the workfile because I already have 3 attachments.] I get this: Stats-ARMA11.JPG Say I run a *static* forecast. I get this: Static-Forecast.JPG Now, I do t...

Startz, thanks, it is dawning on me that I have to learn to think outside the box.
Will try that.

Manfred

Hello everyone, I was wondering if Eviews can handle State Space models where the signal equation has autoregressive errors. Specifically, I have in mind a model like the one attached in the picture. [This is from Alan Clayton Matthews and James Stock's paper in the Journal of Economic and Social Me...

Glenn, sorry, got caught up in work, and could not answer.
Listen, thanks. Your comment makes sense.

Manfred

I have a question that is killing me, and I am sure anybody of this forum can probably answer. It is with regard to state space models, and the example in Chapter 35 of the Eviews User Guide II. The example says: **ARMAX(2, 3) with a Random Coefficient We can use the syntax described above to define...

Glenn, thanks again. Manfred

Ok, I will chew on this, I do stand corrected then.
Thank you all for your kind patience.

Startz, ok, then this makes me feel a little bit better... Because I also do find it somewhat confusing. Not sure if Gareth or Glenn could chip in to clear this up (probably for the n-th time). To repeat my problem: I ran a very simple ARMA(1,1) on the differenced time series of 3-month T-Bills. The...

No - wait - I do not think it is that obvious. Startz, correct me if I am completely off, but what you are saying is true of out of sample forecasts, but not *in sample*. The MA for in sample *does not disappear*, it disappears with the last observation (more or less). But what I am saying is that i...

Ahh, it was that obvious. Sorry. Thanks so much Startz.

Sorry, I think I am blind. My apologies. Attached is the file. I am running a simple ARMA(1,1) on the *differenced* series (so, it is more of an ARIMA (1,1,1)). The forecasted series is from a dynamic forecast. You will see that after a few months in the beginning, all values are the same. Thanks ag...

Yes, I would and want to; but I do not see how to attach a file... There is no "paper clip" (like in Outlook) that I can see, and it seems that I cannot "copy and paste" the file inside this dialog box (right-clicking the mouse does not enable me the Paste function). Which is the...

I know that there are a gazillion posts and questions, all very patiently responded by (mostly) Gareth. I read many of them, and they were very helpful. BUT... I still have a question that is killing me. I am running a very simple ARMA(1,1), with monthly data, 1960m1 to 1996m3 (it is out of Pindyck ...