Diagnostic checking for multivariate state space models

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Yohan
Posts: 17
Joined: Sun Aug 26, 2012 5:08 pm

Diagnostic checking for multivariate state space models

Postby Yohan » Fri Oct 30, 2015 7:27 pm

Hi,

i'm using EViews Version 8.

Is it possible, to conduct multivariate diagnostic checking for multivariate state space models in a similar fashion to vector autoregressions?
In other words, can i use the multivariate portmanteau test or the multivariate jarque bera test after estimation of a multivariate state space model?

Do you have some idea?

Thank you in advance.

Best regards
Yohan

Yohan
Posts: 17
Joined: Sun Aug 26, 2012 5:08 pm

Re: Diagnostic checking for multivariate state space models

Postby Yohan » Sat Oct 31, 2015 4:47 pm

Because this is an important question for me:

Has eviews any support? Perhaps via mail? I don't have found anything.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Diagnostic checking for multivariate state space models

Postby EViews Gareth » Sat Oct 31, 2015 5:03 pm

if you go to eviews.com, the support email information is on the bottom of every page.


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