Goodmorning to you all,
I'm a new user of EViews and I'm doing a series of switching regressions.
I've noticed that every time I repeat the estimation my results change. Could someone give me an explanation about this issue? The software inverts the regimes results so I'm not able to understand if an estimation belongs to regime one or regime two. Sometimes it says to me that a number belongs to regime 1, the subsequent estimation says that the same number belongs to regime 2!
Have I to leave Eviews and use Gauss?
Please help me!!!
estimation Switching regression
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Re: estimation Switching regression
Regime names are not identified. It's perfectly normal for all the regimes to be swapped. Nothing to do with EViews.
Re: estimation Switching regression
ok.. thanks.. very kind.. my fault.. i'm not able to establish the high regime in the case of a regression.
I just know the formula for the autoregressive case..
I just know the formula for the autoregressive case..
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