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Diagnostic checking for multivariate state space models

Posted: Fri Oct 30, 2015 7:27 pm
by Yohan
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

Re: Diagnostic checking for multivariate state space models

Posted: Sat Oct 31, 2015 4:47 pm
by Yohan
Because this is an important question for me:

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

Re: Diagnostic checking for multivariate state space models

Posted: Sat Oct 31, 2015 5:03 pm
by EViews Gareth
if you go to eviews.com, the support email information is on the bottom of every page.