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State space model
Posted: Sat Jul 11, 2009 7:25 am
by 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
Re: State space model
Posted: Mon Jul 13, 2009 3:14 am
by 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 ?
Re: State space model
Posted: Tue Jul 14, 2009 4:35 am
by Aktar
please can i have a quick response it is for my thesis of master degree
thanks a lot
Re: State space model
Posted: Tue Jul 14, 2009 8:08 am
by EViews Gareth
There is no in-built CUSUM test for State Space models - you'll have to write your own.
Re: State space model
Posted: Tue Jul 14, 2009 10:59 am
by Aktar
how i can make it please ?
Re: State space model
Posted: Wed Jul 15, 2009 12:23 am
by Aktar
sorry, I restate my question : how it possible to write a test in eviews and where i can find documentation ?
Thanks a lot
Re: State space model
Posted: Wed Jul 15, 2009 8:02 am
by EViews Gareth
Click on File->New->Program.
Then write your program.
Programming/matrix documentation can be found in the Command and Programming Reference.
Re: State space model
Posted: Wed Jul 15, 2009 11:56 am
by 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
Re: State space model
Posted: Fri Jul 17, 2009 4:04 am
by 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
Re: State space model
Posted: Mon Jul 20, 2009 5:21 am
by Aktar
just a response to this last question please
Thanks a lot
Re: State space model
Posted: Fri Jul 24, 2009 2:49 am
by 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 ?
Re: State space model
Posted: Fri Jul 24, 2009 9:43 am
by EViews Glenn
Can you try to restate your question. I'm afraid that I don't understand what you are asking...
Re: State space model
Posted: Sat Jul 25, 2009 3:20 am
by 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
Re: State space model
Posted: Mon Jul 27, 2009 4:06 am
by Aktar
someone have the response please ?
Re: State space model
Posted: Mon Jul 27, 2009 4:42 am
by trubador
View/State Views/Graph State Series/Smoothed:State Series