Search found 8 matches

by Lia
Fri Jun 12, 2009 9:54 pm
Forum: Estimation
Topic: state space, Specification of the Equations
Replies: 5
Views: 6467

Re: state space, Specification of the Equations

Thank you!!!
by Lia
Fri Jun 12, 2009 8:26 am
Forum: Estimation
Topic: state space, Specification of the Equations
Replies: 5
Views: 6467

Re: state space, Specification of the Equations

I have another question.. The terms [var = exp(c(10))] Imply the error term of the equation, so the value of c(10) must be not significant, this will indicated that the error term it has zero mean. If I have all the other terms significant but c(10) also is significant, something is missing in my eq...
by Lia
Thu Jun 11, 2009 7:57 am
Forum: Estimation
Topic: state space, Specification of the Equations
Replies: 5
Views: 6467

Re: state space, Specification of the Equations

Thank you Trubador!!!! It help a lot to read others disscusion!!
Thanks again!
by Lia
Wed Jun 10, 2009 11:37 am
Forum: Estimation
Topic: state space, Specification of the Equations
Replies: 5
Views: 6467

state space, Specification of the Equations

Hi everyone! I am trying to relate the potential output with a simple Phillips curve and the okun law. My model is @signal dlgdp = sv1 + sv2 @signal dlcpi = c(1)*dlgdp (-1) + c(2)*sv5 +c(3)*lltcr+ sv3 @signal ump= c(9)*sv5 + [var = exp(c(10))] @state sv1 = sv1(-1) + [var = exp(c(4))] @state sv2 = c(...
by Lia
Tue Jun 09, 2009 2:44 pm
Forum: Estimation
Topic: kalman filter
Replies: 8
Views: 10083

Re: kalman filter

Finally I get it!!!! :D

I fillout the C Vector in the workfile with zeros.. is that correct?

and it give me the same result :oops:

WARNING: Singular covariance - coefficients are not unique
by Lia
Tue Jun 09, 2009 2:10 pm
Forum: Estimation
Topic: kalman filter
Replies: 8
Views: 10083

Re: kalman filter

for "C object" , you refer to View - specification - coefficient value? in the state space window right? I have modified the coefficient in the coefficient values matrix mentioned, and it still give the same error. I am sorry to do not get it so quickly. it Is my first week with the state ...
by Lia
Tue Jun 09, 2009 1:39 pm
Forum: Estimation
Topic: kalman filter
Replies: 8
Views: 10083

Re: kalman filter

Thank you for your reply!
How Can I change the coefficient in the c vector?
It is in View - specification - coefficient value?

Because even thought I can see the values I can not modified them...

Thank you!
by Lia
Tue Jun 09, 2009 1:09 pm
Forum: Estimation
Topic: kalman filter
Replies: 8
Views: 10083

kalman filter

I am trying to decompose the gdp into a cyclical and a trend component. I am using the following specification: @signal dlgdp = sv1+ sv2 @state sv1 = sv1(-1) + [var = exp(c(1))] @state sv2 = c(3)*sv2(-1) + [var = exp(c(2))] Where dlgdp is the growth rate of the GDP. The last week I was able to do it...

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