INITIAL Statement

The 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 F and G matrices. These initial values are used as starting values for the iterative estimation.

Parts of the F and 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;

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