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regime probabilities of MS-BVAR

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regime probabilities of MS-BVAR

Postby anitazhang » Wed Aug 19, 2015 6:03 am

Hi, anyone know how to recover the regime probabilities after the MSBVAR estimation? Where is the data stored?
In particular, I would like to recover the data used in the figure output of the ms_compute_probabilities commend.
Many thank's
anitazhang
 
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Re: regime probabilities of MS-BVAR

Postby jpfeifer » Wed Aug 19, 2015 8:34 am

Depending on what you request, they should be stored in the filtered_*.out or smoothed_*.out files.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: regime probabilities of MS-BVAR

Postby anitazhang » Thu Aug 20, 2015 5:36 am

Found it. Thanks.

jpfeifer wrote:Depending on what you request, they should be stored in the filtered_*.out or smoothed_*.out files.
anitazhang
 
Posts: 35
Joined: Sat Oct 05, 2013 12:02 am
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