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C Coefficient Vector and state space models

Posted: Wed Jul 18, 2012 8:46 am
by mandix
Just a simple general question.
How does one change the C coefficient vector?
(I am working with state space models.)

Bonus question: say you run a state space model for the first time - you get "reasonable" results.
Then you run it again. And you get this annoying "singular matrix" message.
Was it because the *starting* C coefficient vector was *different* than the first time, and thus the starting values for the C vector was different?

Bonus question 2: is this (C coefficient vector and state space models) discussed in the User Guides?

Thanks so much to all, Manfred

Re: C Coefficient Vector and state space models

Posted: Wed Jul 18, 2012 8:55 am
by EViews Gareth
You can double click on the C vector to open it up, then change any value you want.

The C vector is updated every time any sort of estimation is done, so yes, running an estimation once then re-running it might have odd results because the starting values could be different.

Appendix B of User Guide II has information on the C(oefficient) vector and its use for starting values.

Re: C Coefficient Vector and state space models

Posted: Wed Jul 18, 2012 2:26 pm
by mandix
Thanks Gareth.
He came, he saw, he estimated (I actually looked it up! Google Translate is a great thing....)