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
Forecasting with Markov-Switching model
Moderators: EViews Gareth, EViews Moderator
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- EViews Developer
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Re: Forecasting with Markov-Switching model
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.
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 want to forecast 2002m07 to 2006m06. Thanks
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- EViews Developer
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Re: Forecasting with Markov-Switching model
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).
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
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- EViews Developer
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Re: Forecasting with Markov-Switching model
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.
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Re: Forecasting with Markov-Switching model
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
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
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