The state space model' residual

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smilesym1982
Posts: 3
Joined: Sat Jun 13, 2009 11:55 pm

The state space model' residual

Postby smilesym1982 » Mon Mar 15, 2010 7:41 pm

I want to get the residual of the signal equation in following state space model

@signal yt= c(1)+xt*sv(1)+z(t-1)*sv(2)+[var=exp(c(2))]
@state sv1=sv1(-1)
@state sv2=sv2(-1)

How can i get the estimate residual of the signal equation

Thanks very much

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

Re: The state space model' residual

Postby EViews Glenn » Tue Mar 16, 2010 11:07 am

From an estimated sspace you may use the resids object-command to look at the residuals, or the makesignals to save them to the workfile. There are corresponding entries on the View and Proc menu of the sspace object.


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