Complex State-space model

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Novi
Posts: 44
Joined: Sun May 16, 2010 11:48 am

Complex State-space model

Postby Novi » Fri Oct 12, 2012 6:31 am

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!

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