Dear Eviews users and experts,
Can you help me figure out something about state-space models?
I read in the user guide that there are quite strict syntax rules for state space objects in eviews...given this, do you think the following state-space system can be estimated, or it is too complex?
signal equations:
Yl=phi1(1)*yl(-1)+phi1(2)*xh(-1)+phi1(3)*yl(-2)+phi1(4)*xh(-2)+phi1(5)*yl(-3)+phi1(6)*xh(-3)+phi1(7)*yl(-4)+phi(8)*xh(-4)+v1tm
xh= phi2(1)*yl(-1)+phi2(2)*xh(-1)+phi2(3)*yl(-2)+phi2(4)*xh(-2)+phi2(5)*yl(-3)+phi2(6)*xh(-3)+phi2(7)*yl(-4)+phi(8)*xh(-4)+v2tm
state equation:
Yh=1/3*yl+2/3*yl(-1)+yl(-2)+2/3*yl(-3)+1/3*yl(-4)
However I try to parametrize it, eviews still tells me there is a syntax error :(
Any help will be much appreciated, thanks!
Complex State-space model
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