Multilevel modelling and time series analysis in ... - ERSO - Swov

3.6 State space models In the Data selection window select the variable Log_FI_fat and click Add. Then click OK. In the Select components window, choose a Fixed level, Fixed slope,Irregular, and No seasonal: Then click on the Finish button.Step 3: Model estimation and inspection of results In the Estimate Model window, select Maximum Likelihood. Click OK.The model is estimated, and the following output appears in the GiveWinResults window:Eq 1 : Diagnostic summary report.Estimation sample is 1970. 1 - 2003. 1. (T = 34, n = 32).Log-Likelihood is 55.7297 (-2 LogL = -111.459).Prediction error variance is 0.0205839Summary statisticsLog_FI_fatStd.Error 0.14347Normality 3.5468H( 10) 0.63283r( 1) 0.76735r( 6) -0.080113DW 0.38632Q( 6, 6) 49.093Rd^2 -1.2238Eq 1 : Estimated variances of disturbances.ComponentLog_FI_fat (q-ratio)P r o j e c t c o - f i n a n c e d b y t h e E u r o p e a n C o m m i s s i o n , D i r e c t o r a t e - G e n e r a l T r a n s p o r t a n d E n e r g yP a g e 2 1 7