Save final state(s) of sspace in table or vector

[EllenEv]

Hey guys,

I'm estimating a state space model and would like to know the code with which I can save part of the sspace output (the final state and its RMSE) in a vector or table. I know that statefinal shows you the value of the final state but I don't seem to succeed in saving it. I've tried stuff like: vector coef(101)=sspaceA.statefinal(1) ; vector coef(101)=sspaceA.statefinal(c) ; vector coef(101)=sspaceA.@statefinal(1) but without success. Couldn't found anyone with a similar problem on this topic.

Thanks in advance for your help!

Ellen

[EViews Glenn]

Code: Select all

matrix a = sspaceA.@pred_state

will give you a matrix of the one-step ahead predictions. You can grab the last row of this matrix. Similarly for the standard errors using @pred_statese. We don't produce RMSEs. The documentation for the state space object in the object reference describes all of the keywords that give you access to computational results.