EViews.com

Posted: **Fri Jul 17, 2015 7:04 am**

Hi,

Version: Eviews 8.1, standard edition, Apr 27 2015 build, 64-bit on Win7 Professional

I extract smoothed probabilities from a Switching regression using the command:
eq.makergmprobs(type=smooth) series1 series2 series3

When I open one of the series, in the top pane of the spreadsheet it says that the last modification was
eq.makergmprobs(type=filt) series1 series2 series3

I can confirm that extracting the actual filtered probabilities differ from those extracted with smoothed, so it's likely a typo and not the wrong probabilities that comes out, but can you confirm this?

Posted: **Fri Jul 17, 2015 9:41 am**

Just verified that it's a labeling issue.
Will fix the labeling in EViews 9. You can verify for yourself by extracting to each of the types

Code: Select all

eq.makergmprobs series1o series2o series3o
eq.makergmprobs(type=filt) series1f series2f series3f
eq.makergmprobs(type=smooth) series1s series2s series3s

and comparing results.

EViews.com

Switchreg smoothed probabilities

Switchreg smoothed probabilities

Re: Switchreg smoothed probabilities