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Hi everyone I ask for your help.

I estimate a markov switching model with eviews and use the static forecast function.

I get a fit in sample and the states of probability (2state).

now, why do states and fit series differ a lot?

Hi everyone I have a problem in interpreting the output of a markov switch model with Eviews. When we estimate such a model we get two outputs, one is the fitted series and one is the probability states. Suppose we have a sample 1-20000 values, if I estimate a model in sample I get probabilities (2 ...

Hello everyone, re-propose my problem as the previous discussion was closed without anyone helping me to solve the problem, much less giving an explanation of why. As a user of the software I believe that the community and the employees of eviews should give the requested support, as an alternative ...

You are asking people to do your work for you. The best way to get help is to show what you've already done and explain where you are stuck. https://ibb.co/1nRz1wd I didn't ask anyone to do the job for me. At the link above you can see the model. I ask how I can make outofsample estimates of the pr...

on the forum nobody answers and eviews customer service either.

Please is there anyone who can help me enter the code to generate the out of sample probability series?

Please i need the help with command line





https://ibb.co/1nRz1wd

startz wrote:Have you tried Proc Make Regime Probabilities?

obvious but how to make the forecast? with make probabilities get only the estimate in samples.

sure, in fact I can extract the probabilities but how can I test the probabilities if in the "forecast" function I can only get the series fitted? how do I test insample and outofsample without the forecast function? Well, the extracted probabilities are in-sample forecasts. If you want t...

sure, in fact I can extract the probabilities but how can I test the probabilities if in the "forecast" function I can only get the series fitted?

how do I test insample and outofsample without the forecast function?

sorry but I do not understand.
The markov model is born to return the probabilities of state, right?
so how can I carry out goodness tests of the probabilities without being able to carry out forecasts in sample and out of sample?

Simply
I need to forecast a state probability but the software it allow the forecast of only fitting series.

can anyone help me?

Hello everyone,

I need help estimating markov switch models. In particular I cannot understand how I can carry out forecast checks for probability states.

can you help me?