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.
Make State Series
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Re: Make State Series
makestates?
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