State space model

[Aktar]

Hello

I want to have the graphic of beta's evolution for random coefficient model with kalman filter ?
it is in view/state series/graph state series/ filter - state estimate ?

An other question... it is possible to make cusum and cusum squared test ? and likelihood ratio test ? chow test ? and how i can make it with eviews 6 or eviews 4... sorry for my question but im new in eviews

thanks a lot

[Aktar]

apparently cusum and cusum squared test are just for OLS, how i can make IN EVIEWS these stability test for state space model please ?

[Aktar]

please can i have a quick response it is for my thesis of master degree

thanks a lot

[EViews Gareth]

There is no in-built CUSUM test for State Space models - you'll have to write your own.

[Aktar]

how i can make it please ?

[Aktar]

sorry, I restate my question : how it possible to write a test in eviews and where i can find documentation ?

Thanks a lot

[EViews Gareth]

Click on File->New->Program.

Then write your program.

Programming/matrix documentation can be found in the Command and Programming Reference.

[Aktar]

ok thank you very much, but i dont know how programming in eviews, it is possible to have help or somebody make it ? thanks a lot

[Aktar]

just a last question please, it is important. When i make a AR process for state equation (regressors with random coefficient) how i can have the graphic evolution of explanatory variables with signofocativity please ? which is the manipluation in eviews ?

thanks a ot

[Aktar]

just a response to this last question please

Thanks a lot

[Aktar]

just a last question please, it is important. When i make a AR process for state equation (regressors with random coefficient) how i can have the graphic evolution of explanatory variables with significativity please ? which is the manipluation in eviews ?

[EViews Glenn]

Can you try to restate your question. I'm afraid that I don't understand what you are asking...

[Aktar]

sorry

i want to build a state space model with a stochastic regressors AR(1) (in auto spec) for have the graphic evolution of the coefficient of my regressors and his significativity. my question is how i can make this graph in eviews, in the toolbar where i must go for have the graphic of the evolution of my coefficient in a state space model with random coeffcient (ar (1)) process) ?

thanks a lot

[Aktar]

someone have the response please ?

[trubador]

View/State Views/Graph State Series/Smoothed:State Series