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Re: Switch Regression Model Problem
Posted: Thu Aug 06, 2015 9:00 pm
by EViews Gareth
Well I guess you have to ask yourself why you disabled automatic updates :D
At this point, given the mess you're in, you're probably best just uninstalling and re-installing with the latest installer.
http://www.eviews.com/download/ev8downlinks.html
Re: Switch Regression Model Problem
Posted: Thu Aug 27, 2015 10:50 pm
by nicotrader
I finally solved the problem.
Unfortunately it has presented a new problem:
pretty much when i go to select the sample es. 1 5000, just end and the output is displayed is known that the model was estimated over the whole sample and not just on the range
1 5000! Why??? In switch regression it is not possible to select a different sample from whole series loaded?
Re: Switch Regression Model Problem
Posted: Thu Aug 27, 2015 10:54 pm
by EViews Gareth
Switching regression allows samples in the same way as every other type of estimation in EViews.
Re: Switch Regression Model Problem
Posted: Thu Aug 27, 2015 11:51 pm
by nicotrader
Ok so why not let me select a sample?
Re: Switch Regression Model Problem
Posted: Fri Aug 28, 2015 12:07 am
by nicotrader
the full data set is of 54993 observations. I selected a sample 1 5000 but the output returns the entire range. Why!?
Re: Switch Regression Model Problem
Posted: Fri Aug 28, 2015 6:28 am
by startz
Perhaps you could post the exact commands, showing how you selected the sample. Also, check the sample specification in the equation estimation dialog.
Re: Switch Regression Model Problem
Posted: Fri Aug 28, 2015 6:50 am
by EViews Gareth
There is nothing in that screenshot that indicates you used a sample of "1 5000"
Re: Switch Regression Model Problem
Posted: Fri Aug 28, 2015 11:54 am
by nicotrader
Re: Switch Regression Model Problem
Posted: Fri Aug 28, 2015 12:26 pm
by EViews Gareth
Could you provide the workfile?
Re: Switch Regression Model Problem
Posted: Fri Aug 28, 2015 12:34 pm
by nicotrader
Now it works is probably a bug. Sometimes it works sometimes not, changing the series.
But I have another question:
if i value on a sample of 5000 when i go to estimate the model the odds are up to 5000. At this point if i do forecasting, however, it does not allow me to extend the odds in any standard but only the result of regression. How can I do?
Re: Switch Regression Model Problem
Posted: Sun Sep 06, 2015 9:48 pm
by nicotrader
Any advice??
Re: Switch Regression Model Problem
Posted: Sun Sep 06, 2015 10:45 pm
by EViews Gareth
Could you rephrase your question so that it is understandable?
Re: Switch Regression Model Problem
Posted: Wed Sep 09, 2015 9:49 am
by nicotrader
Why the probability of an estimate Markov switches are not testable out of sample but only in sample?
What good has test only in sample?
Re: Switch Regression Model Problem
Posted: Wed Sep 09, 2015 10:43 am
by startz
Why the probability of an estimate Markov switches are not testable out of sample but only in sample?
What good has test only in sample?
It isn't clear exactly what you want to do. What do you want to compare out-of-sample estimated Markov switches to?
Re: Switch Regression Model Problem
Posted: Thu Sep 10, 2015 12:43 am
by nicotrader
I would like to test in sample and out of sample the state probabilities
