EViews.com

Dear all,

One more question regarding the estimation of state space models in Eviews. What does the message "WARNING: Singular covariance - coefficients are not unique" imply exactly and what can and must be done in order to eliminate this problem?

Thanks a lot in advance for your feedback!

Regards,
George

It means that due to the specification of your state space model, there is no unique solution, and EViews is reporting one of the possibilities.

Dear Gareth,

Thank you so much for yuor reply.

Does this mean that the resolution of this problem can be achieved only through a redefinition of the model only? Or can changes in the initial values (coefficient and/or state) be a key to the solution?

Best,
George

I'am also encountering the same problem. I have the same question as your last post. What did you do to solve the problem (is it indeed a "problem"?).

Thanks for your time.

Changes in starting values *can* solve the problem. In some cases, only a modification of the specification will suffice.