EViews.com

Hi all, I estimate a state space model of a futures curve. It has many datapoints: thousands of daily data and eight measurement equations. The model fits well, it seems reasonable for Eviews to report a high Log likelihood (30-40,000) given the big number of datapoints. But the standard errors of t...

Thank you. I have uploaded the file with the data (only f11-f14 are used) Different starting values always results in the same problem: Eviews gets jammed straight away. And all variables do indeed have the same variance. Since the system gets jammed and there is no error message, does this signify ...

Hi, I enter a specification which models the behavior of futures with growth at different horizons as state variables (similar to Jegadeesh & Pennacchi 1996). Running the model results in Eviews displaying "parsing specification", but essentially it gets stuck and non-responsive right ...