Search found 2 matches
- Fri Mar 01, 2013 12:23 am
- Forum: Estimation
- Topic: State space results differ
- Replies: 11
- Views: 9513
Re: State space results differ
Hey Glenn, Eviews v7.1 has a build date of Feb 10, 2011 on it. Hey Gareth, Please find attached the graphs generated using the two options. Note: In the first graph the final value (SV1) is below 14 whereas in the second graph it goes close to 16. I don't understand the discrepancy. They look simila...
- Thu Feb 28, 2013 11:05 am
- Forum: Estimation
- Topic: State space results differ
- Replies: 11
- Views: 9513
State space results differ
Hey all, I have been trying to estimate a state space model using Eviews 7. After figuring out how to provide initial values for state variables and parameters, I managed to converge the model and the results look fine. However, problem arises when I try to plot the smoothed estimates of the state v...
