User’s Guide : Multiple Equation Analysis : State Space Models and the Kalman Filter : Converting from Version 3 Sspace
Converting from Version 3 Sspace
Those of you who have worked with the EViews Version 3 sspace object will undoubtedly be struck by the large number of changes and additional features in Version 4 and later. In addition to new estimation options, views and procedures, we have changed the underlying specification syntax to provide you with considerable additional flexibility. A wide variety of specifications that were not supported in earlier versions may be estimated with the current sspace object.
The cost of these additional features and added flexibility is that Version 3 sspace objects are not fully compatible with those in the current version. This has two important practical effects:
If you load in a workfile which contains a Version 3 sspace object, all previous estimation results will be cleared and the text of the specification will be translated to the current syntax. The original text will be retained as comments at the bottom of your sspace specification.
If you take a workfile which contains a new sspace object created with EViews 4 or later and attempt to read it into an earlier version of EViews, the object will not be read, and EViews will warn you that a partial load of the workfile was performed. If you subsequently save the workfile, the original sspace object will not be saved with the workfile.