Time Varying Parameter model

Questions and discussions on Time Series Analysis

Re: Time Varying Parameter model (was "About DLM Instruction")

Postby ivory4 » Fri Mar 05, 2010 1:57 am

The program I am running is working very well at the beginning, but if I continue to run the same program many many times(why I need to do this?I just change minor settings in the graph part), later it run into this problem.
It could be solved if I restart Rats.

TomDoan wrote:However, if you run part of a program, you might start at a spot which leaves some variable uninitialized or set to a value from later in the program when it needs the values from the start.
ivory4
 
Posts: 149
Joined: Mon Aug 24, 2009 12:16 pm

Re: Time Varying Parameter model (was "About DLM Instruction")

Postby ivory4 » Tue Mar 09, 2010 7:01 am

For a TVP model, discount is assigned at the begining, what would be the formula for calculating Prior W and V (given either W or V is chosen, EXACT option is used)?
ivory4
 
Posts: 149
Joined: Mon Aug 24, 2009 12:16 pm

Previous

Return to Other Time Series Analysis

Who is online

Users browsing this forum: No registered users and 2 guests