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Dear Glenn,

An interesting point for me, Thanks a lot for your help.

Warmest Regards,

Dear Eviews Glenn, I am working on a TVP- markov Regime switching for crude oil futures basis and I am interested to know if inventories can explain the regime switches from backwardation to contango and vice-versa. The estimated parameter results regarding the transition matrix parameters,( I mean ...

Dear Eviews Glenn, I am working on a TVP- markov Regime switching for crude oil futures basis and I am interested to know if inventories can explain the regime switches from backwardation to contango and vice-versa. The estimated parameter results regarding the transition matrix parameters,( I mean ...

hi
could you tell me that why we must use c in dependent variale ?
if we use tvtp , is it trusted ????
please answer to my question
t is very important for me

thanks so much

hi
I have a question .
my question is How we can determine the optimal LAG for AR . of course my data is few.(about 244)
also i know that we can determine it with correlogram and see PACF , but i have not find a good answer for my data.
could you help me ?

thanks for your answer
how i can generate 47 dummy variable for weekly data ???

hi I want to estimate a model with markov regime switching but I have a problem . However as soon as I move from two to three regimes my coefficients do not have any Standard Error, nor Z Stat and Prob (all indicate NA). I also use tvtp ;I am facing the same problem. with repeated estimates of the n...

Hi ,
I have a question. It is that How we can de-seasonalizing weekly data ? of course , for monthly data , I generate 11 dummy variable and use @seas for de-seasonalizing it . but I don't know how I can do same thing for weekly data.
Can you please tell me how to fix this?