STATESPACE Procedure

INITIAL Statement

  • INITIAL   F(row,column)=value …G(row, column)=value …;

The INITIAL statement gives initial values to the specified elements of the bold upper F and bold upper G matrices. These initial values are used as starting values for the iterative estimation.

Parts of the bold upper F and bold upper G matrices represent fixed structural identities. If an element specified is a fixed structural element instead of a free parameter, the corresponding initialization is ignored.

The following is an example of an INITIAL statement: 

initial f(3,2)=0 g(4,1)=0 g(5,1)=0;
Last updated: June 19, 2025