EViews.com

Let me know how can I send you the data. It is time series of daily data. Following is an example of one such result: Dependent Variable: REY Method: Switching Regression (Markov Switching) Date: 07/12/14 Time: 00:58 Sample (adjusted): 2 2367 Included observations: 2366 after adjustments Number of s...

Hello, I am using Eviews student version and trying to run Markov regime switching regressions on daily data for different companies from great depression era. So far I have limited the regressions to 2 regimes for each company. However, for any given 'AR()' terms (I start with 5 (representing a 'we...