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Hi Glenn, Thank you for the response. I can't say why I chose the smoothed. I'm really just not sure how to calculate the fits. I understand the Smoothed probabilities take into account the entire information set while the filtered take into account info up to the given point in time, but I don't kn...

Hi all, So I have created a MS-AR(1) model in EViews 9.5 and I'm just trying to understand how some of the output is calculated. This is really dumb and probably a simple question to answer, but I can't seem to get how the fitted values are calculated. I have tried calculating them myself and can't ...

Hi all, So I have created a MS-AR(1) model in EViews 9.5 and I'm just trying to understand how some of the output is calculated. This is really dumb and probably a simple question to answer, but I can't seem to get how the fitted values are calculated. I have tried calculating them myself and can't ...