estimate potential GDP with kalman filter

[Tambell]

Hello everybody,

I want to estimate potential GDP with one variable kalman filter. so I have GDP quarterly data from 2003 to 2014.
I use the following
@signal GDP=sv1+sv2
@state sv1=sv1(-1)+[var=exp(c(2))]
@state sv2=c(4)*sv2(-1)+[var=exp(c(3))]

and i get one valueof sv1 (trend) and on value of sv2(gap), but I want to receive trend and gap values for the whole sample 2003-2014. How can I get this?

Please can someone help?
Tambell

[kaner]

Hello, Tambell

If I understand your question correctly, I just asked similar question last week.
You can check here:
http://forums.eviews.com/viewtopic.php?f=4&t=11859
The first two posts may help. :)