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!!
State Space Model - Graph State Series
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EViews Glenn
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Re: State Space Model - Graph State Series
They should be the same.
Why not make the series and then plot them in EViews for the subsample?
Why not make the series and then plot them in EViews for the subsample?
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