Problem with the RLS estimation
Posted: Tue Nov 10, 2015 12:58 pm
The following code works in version 8, but not in version 9. Also RLS estimation does not show up in the command capture:
Code: Select all
wfcreate u 100
series x = nrnd
series y = 5 + 2*x + nrnd
equation eq1.ls y c x
eq1.rls(c) c(1) c(2)