STATE SPACE MODEL WITH SVECTORS

[salahaddin]

Hello friends,

I wonder whether it is possible to specify a state space model in vector form in eviews. For example,

@signal sam1=sv1*c(1)+e1
.
.
.
.
@signal sam7=sv7*c(42)+e42
@state sv1=sv1(-1)+e2
...
@state sv7=sv7(-1)++e7



Now assume I have vectors of observations called observed and states called stat. My question is can I specify the same system in two lines as follows:

@signal observed = state*coefficients+epsilons
@states stat=stat(-1)+ettas

thanks in advance.

[EViews Glenn]

Unfortunately, no.