Display initial state values.
Show the state initial values or the state covariance initial values used to initialize the Kalman Filter. By default, EViews shows the state values.
Syntax
sspace_name.stateinit(options)
Options
c | Display the covariance matrix. |
p | Print the view. |
Examples
ss1.stateinit
displays a view containing the initial state values (the one-step ahead predictions for the first period).
Cross-references
See
“State Space Models and the Kalman Filter” for a discussion of state space models.