Hi
I am trying to forecast from realized garch logl object, so I create a model object from it. I solved the model using actual scenarios. Am I right to interpret that to solve the model is to forecast it? If so, how do I obtain a forecast series from it?
Search found 5 matches
- Mon Mar 18, 2013 1:54 am
- Forum: Models
- Topic: Forecast series from model solution
- Replies: 2
- Views: 7368
- Fri Nov 16, 2012 12:24 pm
- Forum: Estimation
- Topic: Markov switching model
- Replies: 30
- Views: 74901
Re: Markov switching model
Hi,
Can anyone tell me a potential problem as to why do I keep getting a singular covariance?
thank you,
Can anyone tell me a potential problem as to why do I keep getting a singular covariance?
thank you,
- Fri Nov 09, 2012 5:06 pm
- Forum: Estimation
- Topic: markov switching regime model eviews 7
- Replies: 4
- Views: 7389
Re: markov switching regime model eviews 7
Thank you for your answer. I am going to work on it now.
- Wed Nov 07, 2012 8:21 pm
- Forum: Estimation
- Topic: markov switching regime model eviews 7
- Replies: 4
- Views: 7389
Re: markov switching regime model eviews 7
Thank you for pointing that discussion out for me. However, I am still not sure where I should put those code? Should I put them in the sspace or in the command line? I think the discussion is referring to Eviews 6. Does everything applies to Eviews 7?
- Tue Nov 06, 2012 5:05 pm
- Forum: Estimation
- Topic: markov switching regime model eviews 7
- Replies: 4
- Views: 7389
markov switching regime model eviews 7
Hi everyone,
I am trying to estimate a 2 states Markov Switching Regime model with Eviews 7. Can I use the sspace to estimate this model? Anyone knows how to specify the model's number of states, probability transition matrix in general?
Thank you,
I am trying to estimate a 2 states Markov Switching Regime model with Eviews 7. Can I use the sspace to estimate this model? Anyone knows how to specify the model's number of states, probability transition matrix in general?
Thank you,
