extract trend and cycle with kalman filter

[ouhdan]

Good day, someone can help me to write a programm that allow to me to extract trend end cycle for series with kalman filter, am using Eviews 5 ,Thanks.
my email ouhdanyassine@gmail.com

[trubador]

I am pretty sure that you will find examples, if you search the forum...

[ouhdan]

i used the the folow specification

@signal expott = sv1+ sv2
@state sv1 = sv1(-1) + [var = exp(c(1))]
@state sv2 = c(3)*sv2(-1) + [var = exp(c(2))]

i dont have the output sv1 et sv2