state series of a kalman filter

[lisa]

hello,

I have estimated a VAR model whith time varying parameters using the kalman filter with the eviews software. the model contains 4 variables, so the there are 16 states. I want to extract the state series. I wrote 5 series in the place reserved in the series_names and i can't add the athors (there is no place to add them) and when I tryed to obtain 4 or 3 states each time, eviews don't give me any result. please who knows how can I obtain the 16 state series.
Please I'm very pressed with time and i need a solution.

Thanks a lot.

[EViews Glenn]

Looks like the dialog isn't accepting data beyond a certain point. We'll get it fixed.

For now, you can either (1) use the wildcard get generate all 16 with the wildcard expression (which apparently everyone does), or (2) use the command line.

[lisa]

Please how can I use the command line? I don't understand.

[EViews Glenn]

You can enter the command

ssname.makestates [list of names]

where ssname is the name of your state space object, in the white area at the top of your EViews screen. Note that if you want something other than the default one-step ahead predicted states, you'll have to use the t= option, as in

ssname.makestates(t=smooth) [list of names]

to get the smoothed states

If you aren't really comfortable with using commands, the easiest thing to do is to just leave the "*f" in the output edit field of the dialog (or change it to some other wildcard expression). EViews will make all of your states with the name of the state replacing the wildcard (in the default case with "*f" it will make state series with the names of the states followed by the letter "f"). You can rename the saved states after your are done...

[lisa]

thank you

[EViews Glenn]

A fix for the dialog issue has gone in the main code base and should appear in the next EViews patch.

[lisa]

hello,
my problem is not solved.
when I wrote " ss01.makestates (t=filter) [sv11 sv12 sv13 sv14 sv21 sv22 sv23 sv24]" , eviews don't give me any result.
please help me.
thanks again.

[startz]

hello,
my problem is not solved.
when I wrote " ss01.makestates (t=filter) [sv11 sv12 sv13 sv14 sv21 sv22 sv23 sv24]" , eviews don't give me any result.
please help me.
thanks again.

If you have a space between makestates and the option that might be a problem.

[EViews Glenn]

And there shouldn't be square brackets. Those were just to indicate syntax.