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INITIAL CONDITIONS

Posted: Wed Apr 01, 2009 6:34 am
by doaa
hi
I want to estimate the following equation
ht=beta0+beta1*ht-1+beta2*(rest-1)^2
I have the series of the abovementioned variables but I want to set the intial values to be such that h0=0.000552 anda res0=0.048076.
can anyone help uregently please?

Re: INITIAL CONDITIONS

Posted: Wed Apr 01, 2009 6:51 am
by startz
hi
I want to estimate the following equation
ht=beta0+beta1*ht-1+beta2*(rest-1)^2
I have the series of the abovementioned variables but I want to set the intial values to be such that h0=0.000552 anda res0=0.048076.
can anyone help uregently please?
Essentially, just open the series h and res and edit the first observation to equal those values. Then set the smpl for estimation to

Code: Select all

smpl 2 @last
Undated EViews always start at 1, so you'll have to make the work file range one longer than your actual data series to make room for the extra values you want to add.

Re: INITIAL CONDITIONS

Posted: Tue Apr 07, 2009 6:54 am
by doaa
thanks