prints Markov switching regression results
prtms(res,out)
* res = a tlist provided by a Markov switching regression function
* out = the file where the results are printed (optional; default: %io(2), i.e the screen)
* nothing, just print the results
load(GROCERDIR+'\data\us_revu.dat') bounds('1967m4','2004m2') nb_states=2 switch_var=2 // variances are switching var_opt=3 // unrestricted var-cov matrix r=ms_reg('100*(log(us_revu)-lagts(2,log(us_revu)))',['100*(lagts(1,log(us_revu))-lagts(3,log(us_revu)))';... '100*(lagts(2,log(us_revu))-lagts(4,log(us_revu)))';'100*(lagts(3,log(us_revu))-lagts(5,log(us_revu)))'],... 'const',nb_states,switch_var,var_opt,'transf=stud','noprint') prtms(r,%io(2)) // Prints on screen the tlist result coming from a Markov switching regression. | ![]() | ![]() |