Switchreg smoothed probabilities

[Thomasms90]

Hi,

Version: Eviews 8.1, standard edition, Apr 27 2015 build, 64-bit on Win7 Professional

I extract smoothed probabilities from a Switching regression using the command:
eq.makergmprobs(type=smooth) series1 series2 series3

When I open one of the series, in the top pane of the spreadsheet it says that the last modification was
eq.makergmprobs(type=filt) series1 series2 series3

I can confirm that extracting the actual filtered probabilities differ from those extracted with smoothed, so it's likely a typo and not the wrong probabilities that comes out, but can you confirm this?

[EViews Glenn]

Just verified that it's a labeling issue.
Will fix the labeling in EViews 9. You can verify for yourself by extracting to each of the types

Code: Select all

eq.makergmprobs series1o series2o series3o
eq.makergmprobs(type=filt) series1f series2f series3f
eq.makergmprobs(type=smooth) series1s series2s series3s

and comparing results.