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The state space model' residual

Posted: Mon Mar 15, 2010 7:41 pm
by smilesym1982
I want to get the residual of the signal equation in following state space model

@signal yt= c(1)+xt*sv(1)+z(t-1)*sv(2)+[var=exp(c(2))]
@state sv1=sv1(-1)
@state sv2=sv2(-1)

How can i get the estimate residual of the signal equation

Thanks very much

Re: The state space model' residual

Posted: Tue Mar 16, 2010 11:07 am
by EViews Glenn
From an estimated sspace you may use the resids object-command to look at the residuals, or the makesignals to save them to the workfile. There are corresponding entries on the View and Proc menu of the sspace object.