Dear Ox users,
I'm working with msvar in a four regime model.
I'm using OX 3.4 version with a model with Markov-Switching auto-regression parameters (A). I try to get the impulse response vecm functions
When I use:
decl mAlpha = msvar->GetB()[][2];
decl mBeta = <1;-1>;
decl fIrOrth = TRUE;
decl h= 40;
msvar->ImpulseVecm(mAlpha, mBeta, h, fIrOrth);
delete msvar;
I get:
MsvarIRA(): Model type not implemented yet
And when I use:
msvar->Impulse(40,TRUE,TRUE);
I get:
**** Error: Model type not implemented for impulse-reponse analysis
I need to know, what do you use to get the impulse response vecm functions when the selected model has Markov-Switching auto-regression parameters?.
Thanks in advance.
Vanessa BelapatiƱo
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