Markov switch state probabilities forecast

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Nicotrader87
Posts: 15
Joined: Sun Jul 28, 2019 2:26 pm

Re: Markov switch state probabilities forecast

Postby Nicotrader87 » Thu Aug 01, 2019 9:26 am

Please is there anyone who can help me enter the code to generate the out of sample probability series?

Nicotrader87
Posts: 15
Joined: Sun Jul 28, 2019 2:26 pm

Re: Markov switch state probabilities forecast

Postby Nicotrader87 » Tue Aug 06, 2019 3:46 am

on the forum nobody answers and eviews customer service either.

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Markov switch state probabilities forecast

Postby startz » Tue Aug 06, 2019 7:18 am

You are asking people to do your work for you. The best way to get help is to show what you've already done and explain where you are stuck.

Nicotrader87
Posts: 15
Joined: Sun Jul 28, 2019 2:26 pm

Re: Markov switch state probabilities forecast

Postby Nicotrader87 » Tue Aug 06, 2019 11:01 am

You are asking people to do your work for you. The best way to get help is to show what you've already done and explain where you are stuck.

https://ibb.co/1nRz1wd


I didn't ask anyone to do the job for me.
At the link above you can see the model. I ask how I can make outofsample estimates of the probability states without using the "forecast" function, since it is not available in the software.


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