transprobs |

Display regime transition probabilities and expected durations for a switching regression equation.

Syntax

equation_name.transprobs(options)

where equation_name is the name of an equation estimated using switching regression.

Options

type=arg (default=“summary”) | Transition probability results to display: summary (“default”), transition probabilities (“trans”), expected durations (“expect”). The default summary displays the transition matrix and expected regime durations for constant transition probability models, and descriptive statistics for the transition and expected durations for varying probability models. |

view=arg (default=“graph”) | Display method: graph (“graph”), spreadsheet (“sheet”), table (“table”). Applicable when displaying the transition probabilities or expected durations (“type=trans” or “type=expect”). The spreadsheet form represents shows the transition probabilities or regime expected durations in columns and observations in rows. The table form displays the transition probabilities or expected durations in a table (in a single matrix for a time-constant model, and individual matrices for a time-varying model). |

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.transprobs

displays the default summary of the transition probabilities estimated in EQ1.

The command

eq1.transprobs(type=trans)

displays the transition probabilities in a graph, while

eq1.transprobs(type=trans, view=sheet)

displays the transition probabilities in a spreadsheet, with each row column representing one of the probabilities and each row representing an observation.

eq1.transprobs(type=trans, view=table)

displays the transition probabilities in a table.

eq1.transprobs(type=expect, view=sheet)

displays the expected durations in spreadsheet form.

Cross-references

See
“Switching Regression” for discussion.

See also
Equation::maketransprobs.