Ask for help! Eviews 8 markov-switching AR model
Posted: Tue Mar 25, 2014 10:23 pm
I try to use the new function of Eviews 8 to fit one Markov-switching AR(2) model which has two state. In my model, "dr" is the dependent variable, and I input "dr c dr(-1) dr(-2) " in the equation specification and choose the Markov in the switching specification. But I am not sure what I input is correct. Can anbody help me? THX!
Moreover, what if I just want to fit one two-state MS-AR model, one state is AR(1) and the other is AR(2), what should I input in the equation specification when I choose switching method? Because I didn't find the similar example and I can't use the expression form in the equation specification section, could you please give me some suggestions?
Thank you so so so much!!
Moreover, what if I just want to fit one two-state MS-AR model, one state is AR(1) and the other is AR(2), what should I input in the equation specification when I choose switching method? Because I didn't find the similar example and I can't use the expression form in the equation specification section, could you please give me some suggestions?
Thank you so so so much!!