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Initial Parameter Values in Sspace

Posted: Mon Jul 04, 2016 9:17 pm
by jack_c
Hi all,

I'm trying to estimate a state-space model in which a want to set the initial value of the coefficients. I'm having some problems though because I want the value of the coefficients to be based on the value in a vector.

For instance if I put the following line in the state-space spec:

param c(1) 2

it works fine

However if I try using the value from the vector coeff_x, e.g.

param c(1) coeff_x(1)

I get an error message.
I've also tried putting the vector's value into a scalar and then using the scalar in the param line, but this also led to an error message.
Any help would be greatly appreciated.

Re: Initial Parameter Values in Sspace

Posted: Tue Jul 05, 2016 10:22 am
by EViews Glenn
Don't use the param statement, just fill the coefficient vector that is referenced in the sspace specification with the value you want to use. So before you estimate just set C(1)=Coeff(1)