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
The state space model' residual
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EViews Glenn
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Re: The state space model' residual
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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