Problem when running Kalman Filter !!!

[king_luca]

Hi everyone,

I'm still stuck with the same problem... I tried a lot of things but none of them worked... I even tried to add an initial vector and initial matrix but I get another error message (see below).

Could anyone run this workfile for me and tell me if it works ? I really need these results by today...

I appreciate your help.

Here is my workfile and the code :

@signal CON_AR = sv1*BONDS + sv2*CMDTY + sv3*CREDITS + sv4*EMMB + sv5*EMME + sv6*SP + sv7*USD + [var = exp(c(1))]

@state sv1 = sv1(-1) + [var = exp(c(2))]
@state sv2 = sv2(-1) + [var = exp(c(3))]
@state sv3 = sv3(-1) + [var = exp(c(4))]
@state sv4 = sv4(-1) + [var = exp(c(5))]
@state sv5 = sv5(-1) + [var = exp(c(6))]
@state sv6 = sv6(-1) + [var = exp(c(7))]
@state sv7 = sv7(-1) + [var = exp(c(8))]

@mprior SVEC0
@vprior SVAR0

When I hit "estimate" a new message error appears : "Initial state variance prior "SVAR0" is not defined or is not a Sym object"

I don't understand, I followed the step of the manual guide to define SVEC0 and SVAR0.

In my case, SVAR0 has to be a matrix 7x7 full of zeros...

I really appreciate your help!