下面是要我要估计的状态空间模型,4个观测方程,3个状态方程,其中一个观测方程的误差设为0,可是为什么总是出现“syntax error in。。。。”,好心人帮我检查检查吧,实在焦头烂额了。。。
@signa y3=a(1)+b(11)*(x1-u(1))+b(12)*(x2-u(2))+b(13)*(x3-u(3))+[ename=e1]
@signa y5=a(2)+b(21)*(x1-u(1))+b(22)*(x2-u(2))+b(23)*(x3-u(3))+[ename=e2]
@signa y7=a(3)+b(31)*(x1-u(1))+b(32)*(x2-u(2))+b(33)*(x3-u(3))+[ename=e3]
@signa y10=a(4)+b(41)*(x1-u(1))+b(42)*(x2-u(2))+b(43)*(x3-u(3))+[ename=e4]
@state x1=u(1)+f(11)*(x1(-1)-u(1))+[ename=e5]
@state x2=u(2)+f(21)*(x1(-1)-u(1))+f(22)*(x2(-1)-u(2))+f(23)*(x3(-1)-u(3))+[ename=e6]
@state x3=u(3)+f(31)*(x1(-1)-u(1))+f(32)*(x2(-1)-u(2))+f(33)*(x3(-1)-u(3))+[ename=e7]
@evar var(e1)=0
@evar var(e2)=exp(c(1))
@evar var(e3)=exp(c(2))
@evar var(e4)=exp(c(3))
@evar var(e5)=sigma5
@evar var(e6)=sigma6
@evar var(e7)=sigma7
@evar cov(e1,e2)=0
@evar cov(e1,e3)=0
@evar cov(e1,e4)=0
@evar cov(e1,e5)=0
@evar cov(e1,e6)=0
@evar cov(e1,e7)=0
@evar cov(e2,e3)=0
@evar cov(e2,e4)=0
@evar cov(e2,e5)=0
@evar cov(e2,e6)=0
@evar cov(e2,e7)=0
@evar cov(e3,e4)=0
@evar cov(e3,e5)=0
@evar cov(e3,e6)=0
@evar cov(e3,e7)=0
@evar cov(e4,e5)=0
@evar cov(e4,e6)=0
@evar cov(e4,e7)=0
@evar cov(e5,e6)=0
@evar cov(e5,e7)=0
@evar cov(e6,e7)=0