Cool, looks like updating to Eview9 solved the problem!
Cheers
Search found 7 matches
- Thu Nov 17, 2016 2:52 pm
- Forum: Estimation
- Topic: Markov Switching model with logistic transition probabilities
- Replies: 8
- Views: 6855
- Thu Nov 17, 2016 2:26 pm
- Forum: Estimation
- Topic: Markov Switching model with logistic transition probabilities
- Replies: 8
- Views: 6855
Re: Markov Switching model with logistic transition probabilities
It is Eviews 8, I get NA when I add a constant in the transition prob box to reflect my model.
- Thu Nov 17, 2016 2:19 pm
- Forum: Estimation
- Topic: Markov Switching model with logistic transition probabilities
- Replies: 8
- Views: 6855
Re: Markov Switching model with logistic transition probabilities
Thanks, now I get it. Do you have an idea why I get NA in eq2 when I add a constant?
- Thu Nov 17, 2016 12:15 pm
- Forum: Estimation
- Topic: Markov Switching model with logistic transition probabilities
- Replies: 8
- Views: 6855
Re: Markov Switching model with logistic transition probabilities
Yes it is but as far as I understand, in eq2 i am unable to tell Eviews that I use a logistic model for transition probabilities on depth. How do I specify that?
- Thu Nov 17, 2016 10:59 am
- Forum: Estimation
- Topic: Markov Switching model with logistic transition probabilities
- Replies: 8
- Views: 6855
Markov Switching model with logistic transition probabilities
Hi I want to estimate a MS model with two states for volatility: Vol=a*Vol(-1)+e, where a can be high or low depending on the state. See eq1 in the WF Then I want the transition probabilities to depend on lagged market depth (Depth(-1)). P governs the transition probability during normal time (low a...
- Fri Nov 11, 2016 11:54 am
- Forum: Programming
- Topic: Command for shading areas using intraday data
- Replies: 2
- Views: 3045
Re: Command for shading areas using intraday data
Thanks it worked!
Cheers
Cheers
- Thu Nov 10, 2016 2:35 pm
- Forum: Programming
- Topic: Command for shading areas using intraday data
- Replies: 2
- Views: 3045
Command for shading areas using intraday data
Hi I have minute by minute data for equity prices for May 06, 2010 between 7:00:00 and 15:59:59. I want to use a command to insert a shaded area between 08:00:00 and 09:00:00 but it does not work. I used the following command: graph graph3.line price graph3.draw(shade, bottom) 05/06/2010 08:00:00 05...
