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Hello altogether,

the following code leads to "illegal or reserved name" regarding makesignals and makestates. Why?

Hint: makesignals and makestates are on the bottom of the code
Many thanks for your help

wfcreate(wf=uoc, page=uoc) d(1,5) 7/1/2009 1/12/2016

!obstotal = @obssmpl
' counts the number of observations in the sample

!varnr = 5
' counts the number of variables in the model

!paramnumber = 2
'counts the number of parameters of the state space model considered

matrix(!obstotal,!varnr) datamat
' generates a matrix for the data

datamat.read(b2,s=Tabelle1) "E:\Dissertation\Daten Dissertation\Daten endgültig.xls"
' reads the data from the excel sheet into the data matrix

series cds_spread
series aktienkurs
series historische_volatilitaet
series implizite_volatilitaet
series risikoloser_zinssatz
' generates a series for the variable

group variables cds_spread aktienkurs historische_volatilitaet implizite_volatilitaet risikoloser_zinssatz

mtos(datamat,variables)
' converts the data matrix to the series defined above

' generate state space model and save loglikelihood:
sspace solution
!loglik=-1000000

table results
results(1,1)="LogLik"
results(1,2)="Result"
results(1,3)="AIC"
results(1,4)="Schwarz"
results(1,5)="Hannan-Quinn"

!row=1
for !i=1 to 10 step 1
smpl @all
series start = (-1+2*rnd)

for !j=1 to !paramnumber step 1
!startvar=start(!j)
param c(!j) !startvar
next

smpl 7/1/2009 1/12/2016

sspace uoc

uoc.append @ename e1
uoc.append @ename e2
uoc.append @ename e3
uoc.append @ename e4
uoc.append @ename e5
uoc.append @ename e6

uoc.append @evar var(e1) = exp(c(1))
uoc.append @evar var(e2) = exp(c(2))
uoc.append @evar var(e3) = exp(c(3))
uoc.append @evar var(e4) = exp(c(4))
uoc.append @evar var(e5) = exp(c(5))
uoc.append @evar var(e6) = exp(c(6))

uoc.append @state sv1=sv1(-1)+ e2



'uoc.append @state sv3=sv2(-1)
'uoc.append @state sv4=sv4(-1)
'uoc.append @state sv5=sv5(-1)
'uoc.append @state sv6=sv6(-1)

' uoc.append @state sv2=sv2(-1)
' uoc.append @state sv3=sv3(-1) + e4
' uoc.append @state sv4=sv4(-1)
' uoc.append @state sv5=sv5(-1) + e6

uoc.append @signal cds_spread=sv1 +e1

uoc.ml(m=1000,c=1e-6)
freeze(out1) uoc.output

%st1=@left(out1(6,1),11)

if %st1="Convergence" then
!row = !row+1
results(!row,1) = uoc.@logl
results(!row,2) = out1(6,1)
results(!row,3) = uoc.@aic
results(!row,4) = uoc.@sc
results(!row,5) = uoc.@hq

' store initial values of the parameters
for !k=1 to !paramnumber step 1
results(!row,5+!k)=start(!k)
next

' store final values of the parameters
for !k=1 to !paramnumber step 1
results(!row,5+!paramnumber+!k)=C(!k)
next

if uoc.@logl > !loglik then
!loglik = uoc.@logl
delete solution
copy uoc solution
endif
endif

delete out1
delete uoc

next


series se
series sa
' series se3
' series se4
' series se5
' series se6

solution.makesignals(t=disturb) se
solution.makestates(t=disturb) sa
stop

Resulting series names are probably too long.

Thank you!

But the problem further exists, independently of the assigned series name:
is an illegal or reserved name in "do_solution.makesignals..."
but the program doesn't write what is illegal...

the program works, when i make the signal series within the loop for the state space object UOC.
but it doesn't work for the state space object SOLUTION outside the loop.

Do you have further suggestions?

Thank you in advance!
With kind regards, Yohan

Could you post your workfile so that I can try to run your program on this end?