State Space Model - Graph State Series
Posted: Tue Aug 18, 2009 5:20 pm
Hi all,
Under the view/state views/graph state series, Eviews can graph the one-step ahead predicted states with +/-2 standard error bands. Is it equivalent to I get the state series from proc/make state series & plot one-step ahead predicted series with one-step ahead predicted series +/-2*one-step ahead predicted state SEs in Excel?
I have tried and the graph from excel look similar with the graph produced by eviews. However, I am not sure whether they are exactly the same.
Also, my sample size is quite big & the graph for whole sample is too compact. Can eviews plot the subsample?
Any reply is appreciated!!
Under the view/state views/graph state series, Eviews can graph the one-step ahead predicted states with +/-2 standard error bands. Is it equivalent to I get the state series from proc/make state series & plot one-step ahead predicted series with one-step ahead predicted series +/-2*one-step ahead predicted state SEs in Excel?
I have tried and the graph from excel look similar with the graph produced by eviews. However, I am not sure whether they are exactly the same.
Also, my sample size is quite big & the graph for whole sample is too compact. Can eviews plot the subsample?
Any reply is appreciated!!