用STAMP 6.3 做状态空间模型分析,想获得所有的末态的回归系数的估计值,但是只能显示出来 固定系数的取值,该如何获得动态取值?
State vector at period 2011(2)
Coefficient RMSE t-value Prob
Level -25.21716 15.55746 -1.62091 [0.11290]
Slope -0.00699 0.02074 -0.33727 [0.73768]
Seasonal 0.09453 0.03301 2.86396 [0.00663]
Seasonal 2 -0.01529 0.04521 -0.33813 [0.73703]
Seasonal 3 -0.09402 0.03217 -2.92299 [0.00568]
Regression effects in final state at time 2011(2)
Coefficient RMSE t-value Prob
dumm2003 -0.78714 0.06953 -11.32099 [0.00000]
dumm2008 0.02346 0.05730 0.40940 [0.68443]