Viewing estimated values of the state variable
Posted: Wed Jun 24, 2009 4:34 pm
Hello,
I have run my State Space Model which includes one state variable, sv1. The final stage value of sv is
Final State
SV1 -0.008414
However, I would like to see the path of SV1 throughout the time period. From what I understand, to do this you go to View --> State Views --> Graph State Series. Then pick either filtered or smoothed state estimates and you will see a graph. I am guessing this is not the correct medium b/c from what I can tell from the graph the estimated values for SV1 are above 10 for the whole sample, which does not at all match my final estimate. Do you know what's going on here? Should I be looking somewhere else?
I have run my State Space Model which includes one state variable, sv1. The final stage value of sv is
Final State
SV1 -0.008414
However, I would like to see the path of SV1 throughout the time period. From what I understand, to do this you go to View --> State Views --> Graph State Series. Then pick either filtered or smoothed state estimates and you will see a graph. I am guessing this is not the correct medium b/c from what I can tell from the graph the estimated values for SV1 are above 10 for the whole sample, which does not at all match my final estimate. Do you know what's going on here? Should I be looking somewhere else?