The RATS Software Forum

The "solution" is to accept the fact that the model is probably wrong for your data set. Is there any strong reason to believe that any form of switching model is appropriate? And if so, why would it be a (hidden state) Markov switching model? Thank you for your answer Intuitively, I expe...

Hi, tom I am confused about "Draw 'xxxx' Redrawing regimes with regime of size 'x.xx' " in running "Draw the regimes" of the code(x means a integer),and it was still redrawing after 12 hours, i had to abort it.my model contain 3 variables, sample period:2002M02-2013M03,lag order...