plots smoothed or filtered probabilities of a qualtitative turning point estimation
pltms_quali(res,indic)
* res = the results typed list of a Markov switching regression
* indic = 'filtered' or 'smoothed'
* nothing (printed on a graphic window)
load(GROCERDIR+'/data/enq5.dat') bounds() nbquantiles=[3,0];// 3 quantiles nblatent=1;// 1 latent state // first estimate a model with 3 states // with the option testna=%f because of lacking data res=ms_quali('KERN',nbquantiles,nblatent,'delts(3,B_ACTPA)','delts(3,C_VENPA)',... 'delts(3,I_PROPA)','delts(3,I_GOULOT)','delts(3,S_CAPA)','nbstates=3','testna=%f','noprint') // now plot the filtered residuals pltms_quali(res,'filtered') | ![]() | ![]() |