markov switching

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    Calculate fits of Markov Switching AR (1) model

    I have created a MS-AR(1) model in EViews 9.5 (the software I'm working with) and I'm just trying to understand how some of the output is calculated. This is really dumb and probably a simple question to answer, but I can't seem to get how the fitted values are calculated. I have tried...
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    Hidden Markov Switching Model

    Hi, I am using MSwM package in R to estimate a multivariate Hidden Markov Switching Model. I am using the following code for a 3 regime model: model=lm(y~x1+x2+x3+x4.....+x12) mod=msmFit(model,k=3,sw=rep(TRUE,12)) summary(mod) I need seek on the following: (a) how to get the output on...