Search found 4 matches

by jholmes91
Sun Mar 01, 2015 10:51 am
Forum: Programming
Topic: programming and forecasting
Replies: 1
Views: 2023

programming and forecasting

Hi,

I want to use program to forecast for AR and ARMA models.

The sample is 1999q1 to 2014q3 i want to forecast 2014q4 value for the different models that I have.

I need to use program to do this

Thanks in advance
by jholmes91
Mon May 12, 2014 2:15 pm
Forum: Estimation
Topic: Forecasting with Markov-Switching model
Replies: 7
Views: 7336

Re: Forecasting with Markov-Switching model

my copy of eviews is eviews 8 my operating system is windows, can you do out-of -sample forecats, i can only manage to do in-sample forecasts, i wanted to do static out-of-sample forecasts. Im not sure wht the build date is
by jholmes91
Mon May 12, 2014 12:19 pm
Forum: Estimation
Topic: Forecasting with Markov-Switching model
Replies: 7
Views: 7336

Re: Forecasting with Markov-Switching model

Hi i wanted to estimate a random walk with drift using Markov switching and every time i try and do this it just freezes and Eviews closes itself down. I estimate the equation lnexchrte as the dependent variable c and lnexchrte(-1) as switching regressors and the sample period 1981m01 to 2002m06, i ...
by jholmes91
Mon May 12, 2014 10:01 am
Forum: Estimation
Topic: Forecasting with Markov-Switching model
Replies: 7
Views: 7336

Forecasting with Markov-Switching model

Hi i am trying to forecast a Markov-switching model and every time i do this, the program just stops working and closes itself. Any suggestions. Thanks.

Jamie

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