State Space Model - Graph State Series

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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workhard
Posts: 8
Joined: Sun Jul 12, 2009 10:51 pm

State Space Model - Graph State Series

Postby workhard » Tue Aug 18, 2009 5:20 pm

Hi all,

Under the view/state views/graph state series, Eviews can graph the one-step ahead predicted states with +/-2 standard error bands. Is it equivalent to I get the state series from proc/make state series & plot one-step ahead predicted series with one-step ahead predicted series +/-2*one-step ahead predicted state SEs in Excel?

I have tried and the graph from excel look similar with the graph produced by eviews. However, I am not sure whether they are exactly the same.

Also, my sample size is quite big & the graph for whole sample is too compact. Can eviews plot the subsample?

Any reply is appreciated!!

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: State Space Model - Graph State Series

Postby EViews Glenn » Tue Aug 18, 2009 5:25 pm

They should be the same.

Why not make the series and then plot them in EViews for the subsample?


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