mixed frequency and SSpace

[tom99163]

Dear All,
I have a question regarding SSpace and mixed frequency (monthly and quarterly).
How do I specify mixed frequency in EViews 8 using SSpace? I have 4 signal equations (3 monthly and 1 quarterly).
I cannot find any clues from the User Manuals. Any insights would be highly appreciated.
Best,
Tom

[trubador]

Depends on the nature of quarterly variable (i.e. stock or flow). Anyway, there is nothing specific to EViews here. Create your workfile in the monthly frequency and treat the missing values of quarterly variable as unobserved components. If I remember correctly, you will find a discussion of this issue in one of the chapters of Harvey, A. C. (1989). Forecasting, structural time series models and the Kalman filter. Cambridge University Press.