Fitting State Space Models with EViews
This paper demonstrates how state space models can be fitted in EViews. We first briefly introduce EViews as an econometric software package. Next we fit a local level model to the Nile data. We then show how a multivariate “latent risk” model can be developed, making use of the EViews programming e...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2011-05-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v41/i08/paper |