question on starting values

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Elderfield.A
Posts: 78
Joined: Thu Jul 11, 2019 10:47 pm

question on starting values

Postby Elderfield.A » Sun Jan 03, 2021 3:12 pm

Hi,

Is there any difference between a) creating a coefficient vector using the command "coef" and then setting the values equal to desired starting values and b) using the command param?

Specifically, is

Code: Select all

coef(3) a
a(1) = 0.1
a(2) = 0.5
a(3) = -1


treated differently to

Code: Select all

coef(3) a
param a(1) 0.1 a(2) 0.5 a(3) -1


I am especially interested in the context of state space models, as the help page explicitly states using the "param" approach.

Thanks

Adam

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: question on starting values

Postby EViews Gareth » Sun Jan 03, 2021 4:00 pm

No.
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