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thanks.

set raterise = t>=2007:8.and.t<=2008:1.or.t>=2008:9.and.t<=2008:12
grahpy(shading=raterise....................................

when i print it ,it almost can not discern.

whether can i make shadow more dark than it before or not?

thanks very much!
best regards!

moderator wrote:We're already handling this via email--let's not waste other people's time posting the same question here, OK?

Thanks,
Tom Maycock

sorry,thanks!

Please send the program and data to support@estima.com. At this point, your problems are too specific to your particular situation to keep trying to answer them on the forum. OPEN DATA "C:\data\133.xls" CALENDAR(M) 1991:4 ALL 2010:03 DATA(FORMAT=XLS,ORG=COLUMNS) 1991:04 2010:03 rsi rgl da...

TomDoan wrote:Please send the program and data to support@estima.com. At this point, your problems are too specific to your particular situation to keep trying to answer them on the forum.

i have sent the program and data to support@estima.com

i'm really thanks for your patients

That's not a particularly large model, so I wouldn't worry about it taking too long to run. While it's certainly possible to generalize it to n lags rather than hard coding it for 3, I would recommend getting it to work for the fixed number of lags first, then worry about generalizing later. thanks...

TomDoan wrote:

xiangyu71 wrote: I don't see any simple way to reduce the number of states in the model.

states determinated by lags of VAR, isn't it? how can i reduce the number of states?

thanks very much!!

i'm try to code for speculative bubbles using state space, but i don't know how to organize the data and how to perform the program. In model the state variable "dt" is observed and state variable "bt" is unobserved. the model is the attached paper thanks in advanced! best regards.