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asking about the step to get state space model in eviews
Posted: Sat Nov 01, 2014 6:25 am
by addienasyamila
dear eviews administrator,
i am a college student. i am new in eviews. i really need your help because iam doing a project which must processes data using eviews. i dont know how the step to get state space model with detail. i do hope your reply, thanks :)
regard
Re: asking about the step to get state space model in eviews
Posted: Sat Nov 01, 2014 9:08 am
by EViews Gareth
Have you read the User Guide chapter on state space models?
Re: asking about the step to get state space model in eviews
Posted: Tue Nov 04, 2014 8:04 am
by addienasyamila
i've read user guide for state space, but i dont understand. i am new in eviews and iam a undergraduate student in economic. actually i make a research about "fisher effect" with two variables: inflation (inflasi) as independent variable and interest rate (bi_rate) as dependent variable. i've change the data into log form (in workfile: linflasi and lbi_rate). i dont know what i must write for each dialog box in auto spesification tab. i attached my workfile. i do hope you help me, thanks :)
Re: asking about the step to get state space model in eviews
Posted: Wed Nov 05, 2014 5:15 am
by addienasyamila
dear administrator, when i run my workfile into sspace , and i got these result
@signal lbi_rate = sv1
@state sv1 = c(2)*sv1(-1) + c(3)*sv2(-1) + [var = exp(c(1))]
@state sv2 = sv1(-1)
am i wrong? thankyou for your help. i do hope your reply :)