Hi,
i'm using EViews Version 8.
Is it possible, to conduct multivariate diagnostic checking for multivariate state space models in a similar fashion to vector autoregressions?
In other words, can i use the multivariate portmanteau test or the multivariate jarque bera test after estimation of a multivariate state space model?
Do you have some idea?
Thank you in advance.
Best regards
Yohan
Diagnostic checking for multivariate state space models
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
Re: Diagnostic checking for multivariate state space models
Because this is an important question for me:
Has eviews any support? Perhaps via mail? I don't have found anything.
Has eviews any support? Perhaps via mail? I don't have found anything.
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EViews Gareth
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Re: Diagnostic checking for multivariate state space models
if you go to eviews.com, the support email information is on the bottom of every page.
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