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: r=ms_reg('100*(lpbi-lagts(2,lpbi))',['100*(lagts(1,lpbi)-lagts(3,lpbi))';... -->'100*(lagts(2,lpbi)-lagts(4,lpbi))';'100*(lagts(3,lpbi)-lagts(5,lpbi))'],'cte',nb_states,switch_var,var_opt,'transf=stud',... -->'prt=initial;final') So, the question is: How should I modify that expression in order to estimate a MS-AR(1) with anual data? Thanks in advance Cristian -- View this message in context: http://mailinglists.scilab.org/Grocer-Markov-Switching-model-estimation-tp4032440.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com. _______________________________________________ users mailing list users@lists.scilab.org http://lists.scilab.org/mailman/listinfo/users