Hi,
I am using the data which provided by eviews 8-GNP_hamilton,i create a markov regime switch model, I changed the eqation by dynamic: g c g(-1), the non-switching regressors still are-ar(1) ar(2) ar(3) ar(4), and i chosed the "regime specific error variances", after the estimation, I want to forecast the dependent variable-g, but forecast has teld me that " the SIGMA is not defined". I don't know what wrong with the equation?
Another,
I fined that the forecast dialog is-"SIGMAf" not the variable i want-the dependent variable "gf", then how to use the markov switch model to forecast the dependent variable?
Thank you for spending time to answer me.
Tanghan
how to forecast with markov regime switch model?
Moderators: EViews Gareth, EViews Moderator
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tanghanpost
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how to forecast with markov regime switch model?
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EViews Glenn
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Re: how to forecast with markov regime switch model?
What's the date on your copy of EViews?
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tanghanpost
- Posts: 27
- Joined: Tue Dec 30, 2008 6:39 am
Re: how to forecast with markov regime switch model?
Sorry, I don't know the date,
But does it important to the model?
may i change the date, can solve this?
But does it important to the model?
may i change the date, can solve this?
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EViews Glenn
- EViews Developer
- Posts: 2682
- Joined: Wed Oct 15, 2008 9:17 am
Re: how to forecast with markov regime switch model?
Select Help/About EViews from your main menu. I believe that this is related to a bug that was fixed some time ago, and wanted to double check that your copy was prior to the fix. Alternately, use Help/Update to update your copy of EViews to the latest shipping version.
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tanghanpost
- Posts: 27
- Joined: Tue Dec 30, 2008 6:39 am
Re: how to forecast with markov regime switch model?
Thanks for your help.
Do you mean the date of Eviews 8 is -Standard Edition - Jul 2 2014 build?
I had update Eviews to the latest, but the problem still .
Do you mean the date of Eviews 8 is -Standard Edition - Jul 2 2014 build?
I had update Eviews to the latest, but the problem still .
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EViews Glenn
- EViews Developer
- Posts: 2682
- Joined: Wed Oct 15, 2008 9:17 am
Re: how to forecast with markov regime switch model?
Okay, I'll take a look. I just thought of one thing. Can you please reestimate your equation by clicking on the estimate button and then try again? Thanks.
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