INITIAL CONDITIONS

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doaa
Posts: 19
Joined: Mon Mar 16, 2009 10:04 am

INITIAL CONDITIONS

Postby doaa » Wed Apr 01, 2009 6:34 am

hi
I want to estimate the following equation
ht=beta0+beta1*ht-1+beta2*(rest-1)^2
I have the series of the abovementioned variables but I want to set the intial values to be such that h0=0.000552 anda res0=0.048076.
can anyone help uregently please?

startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: INITIAL CONDITIONS

Postby startz » Wed Apr 01, 2009 6:51 am

hi
I want to estimate the following equation
ht=beta0+beta1*ht-1+beta2*(rest-1)^2
I have the series of the abovementioned variables but I want to set the intial values to be such that h0=0.000552 anda res0=0.048076.
can anyone help uregently please?
Essentially, just open the series h and res and edit the first observation to equal those values. Then set the smpl for estimation to

Code: Select all

smpl 2 @last
Undated EViews always start at 1, so you'll have to make the work file range one longer than your actual data series to make room for the extra values you want to add.

doaa
Posts: 19
Joined: Mon Mar 16, 2009 10:04 am

Re: INITIAL CONDITIONS

Postby doaa » Tue Apr 07, 2009 6:54 am

thanks


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