How are you trying to do it (include code, please)?.
Matteo Pelagatti
Assistant Professor
Dept. of Statistics
University of Milan-Bicocca
Tel. +39 02 64485834
-----Messaggio originale-----
Da: The ox-users list is aimed at all Ox users
[mailto:[log in to unmask]] Per conto di Floris van Ruth
Inviato: giovedì 8 febbraio 2007 10.59
A: [log in to unmask]
Oggetto: Multivariate UC models in OX
I'm trying to implement a multivariate unobserved components model in OX
using the ssfpackage, but unfortunately not succeeding. When entering
multiple series, I get the message that only one trend/level component is
allowed. Can anybody tell me what I need to do to be able to estimate a
multivariate UC-model, with and without common cycle?
Thanks,
Floris van Ruth
Statistics Netherlands
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