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The STATESPACE Procedure |
To use the restrict statement you need to know the form of the model. Either specify the form of the model with the FORM statement, or do a preliminary run, perhaps with the NOEST option, to find the form of the model that PROC STATESPACE selects for the data.
The following is an example of a RESTRICT statement:
restrict f(3,2)=0 g(4,1)=0 g(5,1)=0 ;
Parts of the F and G matrices represent fixed structural identities. If a restriction is specified for an element that is a fixed structural element instead of a free parameter, the restriction is ignored.
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