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State Space/Kalman Filter & Freezing/Outputting to .RTF

Posted: Wed Mar 25, 2009 3:49 am
by MT_MANC
A few syntax issues on outputting to .RTF which I cant crack; any help appreciated:

1. I want to print out the text specification of my state space model (ss1_nw) to the output file
but cant seem to get syntax correct !!

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smpl 1988Q2 2008Q4 ' estimates the sspace object by maximum likelihood. ss1_nw.ml(showopts) FREEZE(temp) ss1_nw.spec show temp
..This just outputs the SS estimation results TWICE to the output .RTF rather than giving me
the estimation results followed by original model text specification
NB When clicking on "temp" via GUI it appears as original model text specification - it just doesnt
seem to output to RTF in the correct form.

2. I also want to print out the text specification of my Kalman Filter generated by applying
"Makefilter" PRG command the state space object (ss1_nw) above.

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ss1_nw.makefilter ss1_nw_filter freeze (filtertemp) ss1_nw.makefilter.spec show filtertemp
..gives me error "State space estiamtes are not valid in "SHOW TEMP""

3. Merging graphs - any reason why commented line below is giving a error ?

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@smpl all for %x GVAni_nw PMIi_nw CBIi_nw CNOi_nw CMLMORTi_nw PHOUSEi_nw NETXGni_nw URi_nw ETi_nw COCmi_nw COCsi_nw {%x}.x12(mode=m,save="d10 d11 d12") graph graphM_{%x}.line {%x} {%x}_sa graphM_{%x}.addtext(t) X12 SEAS ADJUSTMENT - MULTIPLICATIVE show graphM_{%x} ' graph graphsALL.merge graphM_{%x} ' MERGE ERRORS !! next

Re: State Space/Kalman Filter & Freezing/Outputting to .RTF

Posted: Wed Mar 25, 2009 3:15 pm
by EViews Gareth
The first two are a bug, which we'll get fixed....

As for 3), I don't think you can merge a single graph. You'll need to have two graphs.

Re: State Space/Kalman Filter & Freezing/Outputting to .RTF

Posted: Thu Mar 26, 2009 8:40 am
by EViews Gareth
That bug is fixed, you should grab the latest update