Ms-var

[Shamsuddeen Adamu]

Hi there, I currently use 15.1 version and it seems the interface does not allow for dealing with MS-VAR, can someone please advise if there is a code I can use to run a MS-VAR. Thanks

[Phil Bromiley]

You have been around long enough to know how you should follow the FAQ on asking questions.

Note also that we are not necessarily from your discipline so it would be a good idea to write out what ms-var stands for.

I don't know what it means to say the interface does not allow for something. That suggests you're using Stata interactively? Most of us who are serious about Stata write programs and run them - things done interactively or almost impossible to replicate and when you get one problem fixed you often will create another.

I don't know about 15, but in 16 the index includes

vector autoregressive
forecast, [TS] fcast compute, [TS] fcast graph
model, [TS] dfactor, [TS] sspace, [TS] ucm,
[TS] var intro, [TS] var, [TS] var svar,
[TS] varbasic, [TS] Glossary
moving-average model, [TS] dfactor, [TS] sspace,
[TS] ucm
postestimation, [TS] fcast compute, [TS] fcast
graph, [TS] irf, [TS] irf create, [TS] var
postestimation, [TS] vargranger, [TS] varlmar,
[TS] varnorm, [TS] varsoc, [TS] varstable,
[TS] varwle
vector error-correction
model, [TS] vec intro, [TS] vec, [TS] Glossary, also
see multivariate GARCH model
postestimation, [TS] fcast compute, [TS] fcast
graph, [TS] irf, [TS] irf create, [TS] varsoc,
[TS] vec postestimation, [TS] veclmar,
[TS] vecnorm, [TS] vecrank, [TS] vecstable



You have been around long enough to know how you should follow the FAQ on asking questions.

Note also that we are not necessarily from your discipline so it would be a good idea to write out what ms-var stands for.

I don't know what it means to say the interface does not allow for something. That suggests you're using Stata interactively? Most of us who are serious about Stata write programs and run them - things done interactively or almost impossible to replicate and when you get one problem fixed you often will create another.

[Shamsuddeen Adamu]

Hi Phil...Thanks for getting back. MS-VAR is markov switching vector autoregressive model, apologies. I use Stata 15.1 currently and there's no interface option. Unfortunately am not great at programming and will appreciate the help if an option exist. Thanks