simple question

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

simple question

Postby ecofin » Thu Nov 21, 2013 6:37 am

I would like to estimate this model with state space object
SARIMA(1,1,1)*(1,0,1)*12

@signal dlog(y) = c(1) + sv1 + c(4)*sv2+c(5)*sv13+c(4)*c(5)*sv14

@state sv1 = c(2)*sv1(-1) +c(3)*sv12(-1)+ [var = exp(c(6))]
@state sv2 = sv1(-1)
@state sv3 = sv2(-1)
@state sv4 = sv3(-1)
@state sv5 = sv4(-1)
@state sv6 = sv5(-1)
@state sv7 = sv6(-1)
@state sv8 = sv7(-1)
@state sv9 = sv8(-1)
@state sv10 = sv9(-1)
@state sv11= sv10(-1)
@state sv12= sv11(-1)
@state sv13 = sv12(-1)
@state sv14 = sv13(-1)

is this true or false?

ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

Re: simple question

Postby ecofin » Sat Nov 23, 2013 11:55 am

Have you an idea :(


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests