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From |
Ryan Riordan <[email protected]> |

To |
<[email protected]> |

Subject |
st: State Space Question |

Date |
Mon, 11 Apr 2011 16:30:49 +0200 |

Hi, I am trying to implement a state space model using sspace in Stata. The model has the following structure: P_t = M_t + S_t M_t = M_t-1 + U_t U_t = Vol_hat_t + W_t S_t = Phi*S_t-1 + Vol_t + E_t Where Vol_hat_t is a variable with autocorrelation removed and Vol_t is the raw variable. I have tried the following: constraint 1 [m]L.m = 1 constraint 2 [mid]m = 1 constraint 3 [mid]u = 1 sspace (m L.m vol_hat, noconst state) (u L.u vol, noconst state) (mid m u, noconst noerror), constraints(1 2 3) covstate(diagonal) iter(100) method(kdiff) And get the following error: "may not include observed dependent variables in state equations" Perhaps someone here has an idea of what I have misspecified above. Thanks, Ryan. On 11-04-11 4:20 PM, "Nick Cox" <[email protected]> wrote: > What embedded quotes are you referring to? > > When you define > > local title "Database Analysis" > > the double quote characters " " do not become part of the macro. They > are just treated as delimiters for the string. Following precisely the > line above with > > mac li > > will show that. So, my comment remains as it was. Glad you solved your > problem, but it is not clear why what you did failed to work in the > first place. > > Nick > > On Mon, Apr 11, 2011 at 3:10 PM, Data Analytics Corp. > <[email protected]> wrote: >> Sounds like the embedded quotes were getting me the wrong answer. It works >> now. >> >> Thanks, >> >> Walt >> >> On 4/11/2011 9:25 AM, Eric Booth wrote: >>> >>> <> >>> >>> Wrapping in graph titles (or axis labels, notes, captions, etc) occurs >>> when there are embedded >>> quotes in the title, so "Database Analysis" will not wrap, `" " Database" >>> "Analyses" "' will wrap. >>> >>> Modifying Maarten's example, here's the wrapping: >>> >>> *-------------- begin example --------------- >>> sysuse auto, clear >>> local title " Database" "Analysis" >>> forvalues i = 1/5 { >>> scatter price mpg if rep78==`i', /// >>> title("`title'") /// >>> name(gr`i', replace) >>> } >>> *--------------- end example ---------------- >>> >>> - Eric >>> >>> __ >>> Eric A. Booth >>> Public Policy Research Institute >>> Texas A&M University >>> [email protected] >>> Office: +979.845.6754 >>> >>> >>> On Apr 11, 2011, at 8:15 AM, Maarten buis wrote: >>> >>>> --- On Mon, 11/4/11, Data Analytics Corp. wrote: >>>>> >>>>> I'm going to produce a series of graphs in which I want the >>>>> fist line of the title to always be "Database >>>>> Analysis". I created a local macro as >>>>> >>>>> local title "Database Analysis" >>>>> >>>>> and then in the graph commands I used >>>>> >>>>> title(`title') >>>>> >>>>> But the title came out as >>>>> >>>>> Database >>>>> Analysis >>>>> >>>>> I want the two words Database and Analysis on one line, the >>>>> first, of each graph. How do I specify the macro to do >>>>> this? >>>> >>>> I cannot reproduce your problem. Can you change the example >>>> below such that it produces the behavior you reported? >>>> >>>> *-------------- begin example --------------- >>>> sysuse auto, clear >>>> local title "Database Analysis" >>>> forvalues i = 1/5 { >>>> scatter price mpg if rep78==`i', /// >>>> title("`title'") /// >>>> name(gr`i', replace) >>>> } >>>> *--------------- end example ---------------- >>>> > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: question on local macros ina graph title***From:*Nick Cox <[email protected]>

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