Markov switching forecast
Posted: Wed Mar 04, 2020 10:52 am
Hi everyone I ask for your help.
I estimate a markov switching model with eviews and use the static forecast function.
I get a fit in sample and the states of probability (2state).
now, why do states and fit series differ a lot?
I estimate a markov switching model with eviews and use the static forecast function.
I get a fit in sample and the states of probability (2state).
now, why do states and fit series differ a lot?