MA error term in signal equation in STATE SPACE MODEL

[nathanyi]

Hello, everybody.

I am try to build a state space model in eivews in the following form:

output and inflation

y = yt + yc / log gdp = potential gdp + gdp gap
yt = yt(-1)+g(-1)+e1 / potential gdp = variable trend + lag potential + error
g = g(-1) + e2 / variable trend follow this
yc = c(1)*yc(-1) +c(2)*yc(-2) + e3 /gdp gap follows ar(2)

dpi = c(3) + c(4)*yc + e4 + c(5)*e4(-1) + c(6)*e4(-2) + c(7)*e4(-3) / inflation determined by output gap and ma(3) error term.

i can write the first four equations into state space form, but i dont know how to write the fifth one, specifically, how to write the ma(3) error term.

If anyone know, please help me! Thanks a lot!

Nathan yi
yinandw@126.com

the code for the first four equations:
@signal lngdp=sv1+sv3
@state sv1=sv1(-1)+sv2(-1)+e1
@state sv2=sv2(-1)+e2
@state sv3=c(1)*sv3(-1)+c(2)*sv4(-1)+e3
@state sv4=sv3(-1)
@ename e1
@ename e2
@ename e3
@evar var(e1)=exp(c(3))
@evar var(e2)=exp(c(4))
@evar var(e3)=exp(c(5))
@evar cov(e1,e2)=0
@evar cov(e1,e3)=0
@evar cov(e2,e3)=0