Search found 2 matches

by AmateurEviewsUser
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...
by AmateurEviewsUser
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...

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