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regime probabilities of MS-BVAR

PostPosted: Wed Aug 19, 2015 6:03 am
by anitazhang
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

Re: regime probabilities of MS-BVAR

PostPosted: Wed Aug 19, 2015 8:34 am
by jpfeifer
Depending on what you request, they should be stored in the filtered_*.out or smoothed_*.out files.

Re: regime probabilities of MS-BVAR

PostPosted: Thu Aug 20, 2015 5:36 am
by anitazhang
Found it. Thanks.

jpfeifer wrote:Depending on what you request, they should be stored in the filtered_*.out or smoothed_*.out files.