The RATS Software Forum

Dear Tom,

I'm trying to estimate a univariate state space model including one exogenous variable in the state and one exogenous variable in the observation equation.
I got problem at the DLM estimation with the error : ## MAT2. Matrices with Dimensions 1 x 5 and 3 x 1 Involved in ~~ Operation
So, please help me to see and fix the problem.
I attached here two files:
+ The first present the Unobservable component models
+ The second show the codes Rats
And please give me some advises to deal with this model.

Many thanks

The "C" matrix is entered into the model as a transpose, so CS is 3x1. You're combining that with a 1x5 CTC. BTW, CTC is a fixed matrix, so there is no reason for it to be a FRML---the only part of C that is time varying is PETROL. Either use TR(CTC) or redefine CTC as a 5x1 rather than 1x5 matrix.

Thank you very much. It works.