Sorry,i didn‘t catch it completely.
You mean using the following commands to generate series G1 for state 1 and G2 for state 2,then calculate the mean of G1 and G2?
For example, supposed the series G1 may be 1,4,9 and 10,then the mean for state 1 is:(1+4+9+10)/4=6, Is it right ?
Search found 5 matches
- Sun Jun 01, 2014 12:47 am
- Forum: Estimation
- Topic: Markov Switching Regime
- Replies: 9
- Views: 11328
- Fri May 30, 2014 4:40 am
- Forum: Estimation
- Topic: Markov Switching Regime
- Replies: 9
- Views: 11328
Re: Markov Switching Regime
Thank you very much for your detailed reply,most of my doubt has been solved,except the following: you have said “We give the specifications for the conditional means in each state in the representations view. You'll have to grab them from there and compute them.”,but i see the representation and di...
- Wed May 28, 2014 6:26 pm
- Forum: Estimation
- Topic: Markov Switching Regime
- Replies: 9
- Views: 11328
Re: Markov Switching Regime
Sorry, i didn't describe it clearly. 1、For the first question,i mean calculate the mean mu(m) for every state? Because in Hamilton‘s example,it gave the mean of every state. 2、"in the first edit field you enter the dependent variable followed by regime specific variables",this was picked u...
- Sun May 25, 2014 7:47 pm
- Forum: Estimation
- Topic: Markov Switching Regime
- Replies: 9
- Views: 11328
Markov Switching Regime
For help ,i have three questions when using eviews 8 to estimate Markov Switching Regime model : 1、how can i calculate the mean μ(m)? 2、why do it must enter constant C followed the dependent variable in the first edit field ? 3、if i only enter constant C followed the dependent variable in the first ...
- Wed Apr 09, 2014 7:09 am
- Forum: Estimation
- Topic: Markov Switching Regime: volatility value in the regimes?
- Replies: 9
- Views: 12441
Re: Markov Switching Regime: volatility value in the regimes
hi,two question: 1,what's the meaning of “log(sigma)” in the estimation output? 2,In Hamilton (1989) the writer Reports the two regimes' results. This report includes: each regime's mean return and each regime's error variances,namely volatility. How can i get the error variances in eviews 8? Thank ...
