rgmprobs |

Display regime probabilities for a switching regression equation.

Syntax

eq_name.rgmprobs(options) [indices]

where eq_name is the name of an equation estimated using switching regression. The elements to display are given by the optional indices corresponding to the regimes (e.g., “1 2 3” or “2 3”). If indices is not provided, results for all of the regimes will be displayed.

Options

type=arg (default=“pred”) | Type of regime probability to compute: one-step ahead predicted (“pred”), filtered (“filt”), smoothed (“smooth”). |

view=arg (default=“graph”) | Display format: multiple graphs (“graph”), single graph “graph1”, sheet (“sheet”), summary (“summary”). |

prompt | Force the dialog to appear from within a program. |

p | Print results. |

Examples

equation eq1.switchreg(type=markov) y c @nv ar(1) ar(2) ar(3)

eq1.rgmprobs

displays two graphs containing the one-step ahead regime probabilities for the Markov switching regression estimated in EQ1.

eq1.rgmprobs(type=filt) 2

displays the filtered probabilities for regime 2.

eq1.rgmprobs(type=smooth, view=graph1)

displays the smoothed probabilities for both regimes in a single graph.

Cross-references

See
“Switching Regression” for discussion.

See also
Equation::makergmprobs.