State space and logarithm scale of data

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rikaku
Posts: 3
Joined: Thu May 21, 2009 11:25 pm

State space and logarithm scale of data

Postby rikaku » Wed Jul 01, 2009 9:10 pm

Dear Forum

I'd like to ask several basic questions about the observation equation of state space. Is there a must of using variable in logarithm scale on observation equation of SS? such as Log(Passanger), Log(GDP), etc. Why? Does the answer related to the Gaussian white noise process?


thanks in advance..
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