请教各位,stata在做空间状态模型时出现random initial values failed; use the from() option to supply initial estimates怎么解决啊?另外,我的句子对吗?
constraint 1 [trend]L.trend = 1
constraint 2 [CHN_SGP]CHN_USA = 1
constraint 3 [CHN_USA]L.CHN_USA = 1
sspace (trend L.trend, state noconstant) ///
(CHN_USA L.CHN_USA, state noconstant) ///
(CHN_SGP trend CHN_USA, noconstant), ///
constraints(1/3)
观测方程是:CHN_SGP=at+bt CHN_USA +c
状态方程是:at=at-1 +u
bt=bt-1 +u