State Space/Kalman Filter & Freezing/Outputting to .RTF

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MT_MANC
Posts: 25
Joined: Tue Mar 10, 2009 5:22 am

State Space/Kalman Filter & Freezing/Outputting to .RTF

Postby MT_MANC » Wed Mar 25, 2009 3:49 am

A few syntax issues on outputting to .RTF which I cant crack; any help appreciated:

1. I want to print out the text specification of my state space model (ss1_nw) to the output file
but cant seem to get syntax correct !!

Code: Select all

smpl 1988Q2 2008Q4 ' estimates the sspace object by maximum likelihood. ss1_nw.ml(showopts) FREEZE(temp) ss1_nw.spec show temp
..This just outputs the SS estimation results TWICE to the output .RTF rather than giving me
the estimation results followed by original model text specification
NB When clicking on "temp" via GUI it appears as original model text specification - it just doesnt
seem to output to RTF in the correct form.

2. I also want to print out the text specification of my Kalman Filter generated by applying
"Makefilter" PRG command the state space object (ss1_nw) above.

Code: Select all

ss1_nw.makefilter ss1_nw_filter freeze (filtertemp) ss1_nw.makefilter.spec show filtertemp
..gives me error "State space estiamtes are not valid in "SHOW TEMP""

3. Merging graphs - any reason why commented line below is giving a error ?

Code: Select all

@smpl all for %x GVAni_nw PMIi_nw CBIi_nw CNOi_nw CMLMORTi_nw PHOUSEi_nw NETXGni_nw URi_nw ETi_nw COCmi_nw COCsi_nw {%x}.x12(mode=m,save="d10 d11 d12") graph graphM_{%x}.line {%x} {%x}_sa graphM_{%x}.addtext(t) X12 SEAS ADJUSTMENT - MULTIPLICATIVE show graphM_{%x} ' graph graphsALL.merge graphM_{%x} ' MERGE ERRORS !! next

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: State Space/Kalman Filter & Freezing/Outputting to .RTF

Postby EViews Gareth » Wed Mar 25, 2009 3:15 pm

The first two are a bug, which we'll get fixed....

As for 3), I don't think you can merge a single graph. You'll need to have two graphs.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: State Space/Kalman Filter & Freezing/Outputting to .RTF

Postby EViews Gareth » Thu Mar 26, 2009 8:40 am

That bug is fixed, you should grab the latest update


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