asking about the step to get state space model in eviews

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.

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addienasyamila
Posts: 8
Joined: Sat Nov 01, 2014 6:07 am

asking about the step to get state space model in eviews

Postby addienasyamila » Sat Nov 01, 2014 6:25 am

dear eviews administrator,

i am a college student. i am new in eviews. i really need your help because iam doing a project which must processes data using eviews. i dont know how the step to get state space model with detail. i do hope your reply, thanks :)

regard

EViews Gareth
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Re: asking about the step to get state space model in eviews

Postby EViews Gareth » Sat Nov 01, 2014 9:08 am

Have you read the User Guide chapter on state space models?

addienasyamila
Posts: 8
Joined: Sat Nov 01, 2014 6:07 am

Re: asking about the step to get state space model in eviews

Postby addienasyamila » Tue Nov 04, 2014 8:04 am

i've read user guide for state space, but i dont understand. i am new in eviews and iam a undergraduate student in economic. actually i make a research about "fisher effect" with two variables: inflation (inflasi) as independent variable and interest rate (bi_rate) as dependent variable. i've change the data into log form (in workfile: linflasi and lbi_rate). i dont know what i must write for each dialog box in auto spesification tab. i attached my workfile. i do hope you help me, thanks :)
Attachments
test.WF1
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addienasyamila
Posts: 8
Joined: Sat Nov 01, 2014 6:07 am

Re: asking about the step to get state space model in eviews

Postby addienasyamila » Wed Nov 05, 2014 5:15 am

dear administrator, when i run my workfile into sspace , and i got these result

@signal lbi_rate = sv1

@state sv1 = c(2)*sv1(-1) + c(3)*sv2(-1) + [var = exp(c(1))]
@state sv2 = sv1(-1)

am i wrong? thankyou for your help. i do hope your reply :)


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