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- Tue Jul 17, 2018 1:43 am
- Forum: Programming
- Topic: Markov Switching store regime probabilities
- Replies: 2
- Views: 6267
Re: Markov Switching store regime probabilities
Hi, I am trying to do the same (and also storing transition probabilities) This is the best I´ve been able to do: for !horizon=140 to 240 smpl 1955q1 1955q1+!horizon equation eq{!horizon}.switchreg( your specification ) eq{!horizon}.makergmprobs(type=smooth, n=smoothed!horizon) s1!horizon s2!horizon...