Search found 8 matches
- 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!!!
- 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...
- 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!
Thanks again!
- 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(...
- 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
WARNING: Singular covariance - coefficients are not unique
I fillout the C Vector in the workfile with zeros.. is that correct?
and it give me the same result
WARNING: Singular covariance - coefficients are not unique
- 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 ...
- 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!
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!
- 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...
