Steady-state Kalman Filter State Covariance

[LaPadre]

Hi,

I am working with state space models and would like to calculate the steady-state state covariance matrix.
Is there an easy way to do this in Eviews?
I see a reference to solving the Riccati equation in an old Eviews 6 manual, so thought there might be a readily available solution.

Many thanks,
-Alex