Diebold, Rudebusch, Aruoba (2006) State-Space Model

[Mathuk89]

Hello,

I'm trying to replicate the Diebold, Rudebusch, Aruoba (2006) "The macroeconomy and the yield curve: a
dynamic latent factor approach" paper using a smaller dataset from my country (42 obs). When trying to estimate the model, Eviews generates the following message: "Insufficient number of Observations". However, I'm not entirely sure that this is the issue so i have attached my .wf, in hope that someone can point out another mistake in the code.
P.S. the starting values are arbitrary at the moment, will fix them if the code works.

Thank you for your time,
Matei

[startz]

I'm not sure if this is the problem, but you appear to be estimating 69 coefficients with 44 observations.

[Mathuk89]

The coefficient numbers are a bit off, its a modified code from a larger model specification