Time regime in markov switch model

BVAR
1

Hi, i’m trying to pick up the dates that the regime change in a markov switch model, but i can’t do this only seeing the graph that appear with the command ‘ms_compute_probabilities’.

Like this graph below, the data is very sparce on the x axis(horizontal line), so i can’t determine exactly when the 2 regimes occurs.

image
image1366×768 57.5 KB

Is there a way to change the x axis to be more detailed or an output that show the probability for each time? I went to the output/probabilities paste but just have the graph above.

Thanks everyone!

2

should create a

smoothed_NAME_OF_THE_MOD_FILE.out

file containing the smoothed probabilities. You can simply load it into the workspace.

3

Thanks!