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pltms_quali

plots smoothed or filtered probabilities of a qualtitative turning point estimation

CALLING SEQUENCE

pltms_quali(res,indic)

PARAMETERS

Input

* res = the results typed list of a Markov switching regression

* indic = 'filtered' or 'smoothed'

 

Output

* nothing (printed on a graphic window)

DESCRIPTION

Plots the filtered or smoothed probabilities of a qualtitative turning point estimation.

EXAMPLE

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')

AUTHOR

Eric Dubois 2009

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