Forecasting with Markov-Switching model

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jholmes91
Posts: 4
Joined: Mon May 12, 2014 9:57 am

Forecasting with Markov-Switching model

Postby jholmes91 » Mon May 12, 2014 10:01 am

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

EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: Forecasting with Markov-Switching model

Postby EViews Glenn » Mon May 12, 2014 12:06 pm

Obviously shouldn't do that. Can you post the workfile with the estimated equation and a brief description of what you were trying to do when it crashed? Thanks.

jholmes91
Posts: 4
Joined: Mon May 12, 2014 9:57 am

Re: Forecasting with Markov-Switching model

Postby jholmes91 » Mon May 12, 2014 12:19 pm

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 want to forecast 2002m07 to 2006m06. Thanks
Attachments
forecasting assignment.wf1
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EViews Glenn
EViews Developer
Posts: 2620
Joined: Wed Oct 15, 2008 9:17 am

Re: Forecasting with Markov-Switching model

Postby EViews Glenn » Mon May 12, 2014 1:50 pm

What's the build date on your copy of EViews? And what's your operating system. I can't replicate the problem (as in, forecasting from the MARKOV_SWITCHING object works fine on my copy of EViews).

jholmes91
Posts: 4
Joined: Mon May 12, 2014 9:57 am

Re: Forecasting with Markov-Switching model

Postby jholmes91 » Mon May 12, 2014 2:15 pm

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

EViews Glenn
EViews Developer
Posts: 2620
Joined: Wed Oct 15, 2008 9:17 am

Re: Forecasting with Markov-Switching model

Postby EViews Glenn » Mon May 12, 2014 3:57 pm

I need the date on your copy of EViews (Help/About EViews) and the version of Windows. As I said, I exactly did the forecast that you asked for (both static and dynamic) with no issues. The latest version of EViews 8 is dated May 2, 2014 and if you are not up-to-date, I recommend that you update your copy of EViews.

paolo.zanghieri
Posts: 13
Joined: Wed Mar 05, 2014 10:52 am

Re: Forecasting with Markov-Switching model

Postby paolo.zanghieri » Mon Jul 13, 2015 6:03 am

Hi,
I have the same problem. I use the Aug 29th 2014 version and when I try to update it I just got an error message. Any clue?
thanks

EViews Gareth
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Re: Forecasting with Markov-Switching model

Postby EViews Gareth » Mon Jul 13, 2015 7:10 am

What's the error?
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