Make State Series

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mavg11
Posts: 4
Joined: Mon May 09, 2011 9:11 am

Make State Series

Postby mavg11 » Mon May 09, 2011 10:49 am

Hi! I have a state-space model estimated from 1996Q1 to 2010Q4. I'm using the following program to run the estimations:

smpl 1996:1 2010:4
sym (4) cov_c
cov_c = @identity(4)
vector (4) vsini
vsini.fill 100, 1000, 100, 100
sspace kmc2_r
' Definición de valores iniciales de los parámetros
kmc2_r.append @param C(1) 0.000173677 C(2) 0.182630694 C(3) 0.002770656 C(4) 6.949061688 C(5) -8.510867599 C(6) 0.805483643 C(7) -3.066625045 C(8) 0.868349922 C(9) 3.98E-06 C(10) 0.799042202 C(11) 0.175477602 C(12) 0.02210791 C(13) 1.988971303 C(14) 1.521506718 C(15) 2.989886087 C(16) 6.078524702 C(17) -0.740915862 C(18) -0.079178976 C(19) 1.418927231 C(20) -1.342021637

kmc2_r.append @mprior vsini
kmc2_r.append @vprior cov_c

'Ecuaciones de señal
kmc2_r.append @signal dpib = c(1) * sv1 + sv3 - sv4 + c(2) + [var = 1]
kmc2_r.append @signal inf_nucleo = c(3) * sv4 + c(4) * m + c(5) * n + c(6) * o + c(7) * inf_imp + [var = 2]
'Variables de estado:
kmc2_r.append @state sv1=c(8) * sv1(-1) +[var = 3]
kmc2_r.append @state sv2=sv1(-1)
kmc2_r.append @state sv3= - c(9) * sv1(-1) - c(9) * sv2(-1) + c(10) * sv3(-1) + c(11) * sv4(-1) + c(12) * tea_91ltpon_c(-1) + c(12) * tea_91ltpon_c(-2) - c(13) * m - c(14) * n - c(15) * o - c(16) * p + c(17) * dpib_er + c(18) * ditcer(-1) - c(19) * inf_imp - c(19) * inf_imp(-1) - c(20) + [var = 4]
kmc2_r.append @state sv4=sv3(-1)

kmc2_r.ml

stop

I would like to include some commands to make the state series with the program, instead of doing it manually with the State Results dialog.

Does anyone know how to do it?

Thanks a lot for the help.

A.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Make State Series

Postby EViews Glenn » Mon May 09, 2011 11:07 am

makestates?

mavg11
Posts: 4
Joined: Mon May 09, 2011 9:11 am

Re: Make State Series

Postby mavg11 » Mon May 09, 2011 1:13 pm

Thanks!


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