Hi everyone I ask for your help.
I estimate a markov switching model with eviews and use the static forecast function.
I get a fit in sample and the states of probability (2state).
now, why do states and fit series differ a lot?
Markov switching forecast
Moderators: EViews Gareth, EViews Moderator
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 38 guests