Professor @jpfeifer
Thank you for your response, professor.
I truly appreciate your time and patience. It took me a while to write back because I am trying to understand this new area of study for me.
While searching for more information on this forum, I accessed the link A nonstationary model for output gap with a const in drift and saw a non-stationary model that has an observable variable with a trend. In this situation, the Bayesian estimation and Kalman filter calculations worked correctly. I will leave the files of the model presented in the link here. I honestly would like to try to understand what is happening.
Data_LV_2.xlsx (123.1 KB)
lv_gdp_data.m (542 Bytes)
modelo_gin_2.mod (3.4 KB)