[Scilab-users] Grocer - Markov Switching model estimation

Hello everyone, I try to estimate a MS with Grocer . I have *annual data*. I have read the chapter 23 (manual), where I found an perfect example for quartely data. Even though, I have alredy a doubt. The chapter 23 gives us an example to etimate a MS-AR(3). The specification is the following:

Re: [Scilab-users] Grocer / Markov Switching Model

Thank you Éric! Tha last consulting: Could you give me a example (or routine) to load my data (the first mail)? Best Regards Eric Doblas -- View this message in context: http://mailinglists.scilab.org/Grocer-Markov-Switching-Model-tp4025635p4025653.html Sent from the Scilab users - Mailing

Re: [Scilab-users] Grocer / Markov Switching Model

Hello Éric, I need only one step, because I was able to replicate your example. I can load the data: Dates;LnPBI 1993q1;12,2847456986185 1993q2;12,3961633542544 1993q3;12,3993569016157 .. so on. Then, I used impexc2bd, and after that, I loaded .dat

Re: [Scilab-users] Grocer / Markov Switching Model

What if you change the comma in your file into a dot (the dot is the decimal separator in Scilab)? Éric. PS: 1) if you use the file I have sent to you, then LPIB is equivalent to LnPBI you want to load into Scilab 2) and log(GDP) too! 2013/1/11 ericdoblas ericdoblasargent...@yahoo.com.ar

Re: [Scilab-users] Grocer / Markov Switching Model

Dear Éric, I appreciate your great help. I can load the data!! I just need the last step. When I run

Re: [Scilab-users] Grocer / Markov Switching Model

Dear Éric, I can solve all Thank you so much for your help, and thank you for Grocer!!! It´s a fantastic toolbox!! Best regards from Argentina Eric Doblas -- View this message in context: http://mailinglists.scilab.org/Grocer-Markov-Switching-Model-tp4025635p4025666.html Sent from the

Re: [Scilab-users] Grocer / Markov Switching Model

Thank you very much Éric!! Best regards Eric -- View this message in context: http://mailinglists.scilab.org/Grocer-Markov-Switching-Model-tp4025635p4025675.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com.

[Scilab-users] Grocer / Markov Switching Model

Hello all, I am using Markov Switching Model (MSM) to detect turning points. I can´t use Bry Boschan or Harding Pagan. I must use MSM. I don´t understand the manual´s instructions for Grocer. Specifically, I don´t understand all steps of the routine on grocer. So, I need a routine for MSM on

Re: [Scilab-users] Grocer / Markov Switching Model

Dear Éric, Thank you for your answer. Specifically, I need estimate a MSM as in Hamilton (1989), as follows: (page 7). Thank you very much! Greetings from Argentina! Eric Doblas http://www.hnb.hr/publikac/istrazivanja/w-029.pdf -- View this message in context:

Re: [Scilab-users] Grocer / Markov Switching Model

Sorry, but maybe you could be a little bit more explicit: I have not the paper immediately available and Hamilton (1989) page 7 does not as such speak very much... Éric. 2013/1/10 ericdoblas ericdoblasargent...@yahoo.com.ar Dear Éric, Thank you for your answer. Specifically, I need estimate

Re: [Scilab-users] Grocer / Markov Switching Model

Dear Eric. I have done my best to make Grocer ms programs use easy (help files, manual and demos: did you have a look at the ms_reg_d.sci, ms_var_d.sci demos?). So tell me what you do not understand? Éric. 2013/1/10 ericdoblas ericdoblasargent...@yahoo.com.ar That´s ok Éric. Thank you! I

Re: [Scilab-users] Grocer / Markov Switching Model

Dear Éric, Thank you so much! Any doubts, I will write again. Best regards Eric Doblas -- View this message in context: http://mailinglists.scilab.org/Grocer-Markov-Switching-Model-tp4025635p4025647.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at

Re: [Scilab-users] Grocer / Markov Switching Model

function r=ms_reg_d() global GROCERDIR; // demo of ms_reg I sorry Éric, this is the routine. How I can conditioning the var-cov matrix?? Thank you!! Eric load(GROCERDIR+'\data\us_revu.dat') bounds('1967m4','2004m2') nb_states=2 switch_var=2 // variances are switching var_opt=3 //