C Coefficient Vector and state space models
Posted: Wed Jul 18, 2012 8:46 am
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
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