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Forecasting with Markov-Switching model

Posted: Mon May 12, 2014 10:01 am
by jholmes91
Hi i am trying to forecast a Markov-switching model and every time i do this, the program just stops working and closes itself. Any suggestions. Thanks.

Jamie

Re: Forecasting with Markov-Switching model

Posted: Mon May 12, 2014 12:06 pm
by EViews Glenn
Obviously shouldn't do that. Can you post the workfile with the estimated equation and a brief description of what you were trying to do when it crashed? Thanks.

Re: Forecasting with Markov-Switching model

Posted: Mon May 12, 2014 12:19 pm
by jholmes91
Hi i wanted to estimate a random walk with drift using Markov switching and every time i try and do this it just freezes and Eviews closes itself down. I estimate the equation lnexchrte as the dependent variable c and lnexchrte(-1) as switching regressors and the sample period 1981m01 to 2002m06, i want to forecast 2002m07 to 2006m06. Thanks

Re: Forecasting with Markov-Switching model

Posted: Mon May 12, 2014 1:50 pm
by EViews Glenn
What's the build date on your copy of EViews? And what's your operating system. I can't replicate the problem (as in, forecasting from the MARKOV_SWITCHING object works fine on my copy of EViews).

Re: Forecasting with Markov-Switching model

Posted: Mon May 12, 2014 2:15 pm
by jholmes91
my copy of eviews is eviews 8 my operating system is windows, can you do out-of -sample forecats, i can only manage to do in-sample forecasts, i wanted to do static out-of-sample forecasts. Im not sure wht the build date is

Re: Forecasting with Markov-Switching model

Posted: Mon May 12, 2014 3:57 pm
by EViews Glenn
I need the date on your copy of EViews (Help/About EViews) and the version of Windows. As I said, I exactly did the forecast that you asked for (both static and dynamic) with no issues. The latest version of EViews 8 is dated May 2, 2014 and if you are not up-to-date, I recommend that you update your copy of EViews.

Re: Forecasting with Markov-Switching model

Posted: Mon Jul 13, 2015 6:03 am
by paolo.zanghieri
Hi,
I have the same problem. I use the Aug 29th 2014 version and when I try to update it I just got an error message. Any clue?
thanks

Re: Forecasting with Markov-Switching model

Posted: Mon Jul 13, 2015 7:10 am
by EViews Gareth
What's the error?