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I have 2 other, maybe silly, questions : are the results of the estimation for the coefficient c(1) to c(8) in percent ? and how can I constraint the coefficient c(1) to c(8) to be positiv ?

Thank you for all your help

I have 2 other, maybe silly, questions : are the results of the estimation for the coefficient c(1) to c(8) in percent ? and how can I constraint the coefficient c(1) to c(8) to be positiv ?

Thank you for all your help

The coefficients are just straight numbers, not percents.

The standard technique to get a positive result is to replace a coefficient with exp(coefficient). But you seem to have already done that, so it's unlikely that you want to further constrain the coefficients.

Hello,

I have specified initial conditions also and was able to successfully run the state space equation once. However, when I tried to repeat the feat I got an error saying "Missing value found in state innovation vector." I'm not sure I consciously changed anything so would appreciate any thoughts as to what may have happened. Thanks guys!

Michael Anthonisz