Object Reference : Object View and Procedure Reference : Sspace
Create a “Kalman filter” sspace object.
Creates a new sspace object with all estimated parameter values substituted out of the specification. This procedure allows you to use the structure of the sspace without reference to estimated coefficients or the estimation sample.
sspace_name.makefilter [filter_name]
If you provide a name for the sspace object in parentheses after the keyword, EViews will quietly create the named object in the workfile. If you do not provide a name, EViews will open an untitled sspace window if the command is executed from the command line.
ss1.makefilter kfilter
creates a new sspace object named KFILTER, containing the specification in SS1 with estimated parameter values substituted for coefficient elements.
See “State Space Models and the Kalman Filter” for details on state space models.
See also Sspace::makesignals and Sspace::makestates.