Open mhunter1 opened 4 years ago
@meng-chen-2013 said
One quick question, does dynr not allow regimes to have models of different order (like a AR(1) for regime 1 and AR(2) for regime 2)? It seems like all the regime checks require the same latent states in identical order. Or is this something that the user needs to maneuver and trick the algorithm for?
That's a good point! I think I need to relax my check.
This code is supposed to trigger an error about the number of formulas, but doesn't.