Search found 5 matches

by mengk
Mon Mar 18, 2013 1:54 am
Forum: Models
Topic: Forecast series from model solution
Replies: 2
Views: 7368

Forecast series from model solution

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?
by mengk
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,
by mengk
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.
by mengk
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?
by mengk
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,

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