Search found 2 matches
- Sat Jun 17, 2017 10:35 am
- Forum: Programming
- Topic: Markov Switching store regime probabilities
- Replies: 2
- Views: 6263
Markov Switching store regime probabilities
I would like to model a regime switching with a rolling window of 1000 days, my problem is how to store the regime probabilities for each one of the iterations in the loop. I know that with eq01.makergmprobs(type=smooth) rprob1 rprob2 I can store but only for the last iteration. I'm adapting a code ...
- Thu Jun 15, 2017 10:54 pm
- Forum: Programming
- Topic: Multi-step ahead forecast
- Replies: 62
- Views: 77930
Re: Multi-step ahead forecast
Hi guys, I would like to model a regime switching with a rolling window of 1000 days, my problem is how to store the regime probabilities for each one of the iterations in the loop. I know that with eq01.makergmprobs(type=smooth) rprob1 rprob2 I can store but only for the last iteration. I'm adaptin...