plots residuals from a Markov switching regression
pltms_resid(res)
* res = the results typed list of a Markov switching regression
* nothing (printed on a graphic window)
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 res=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)))'],'cte',nb_states,switch_var,var_opt,'transf=stud',... 'noprint') pltms_resid(res) | ![]() | ![]() |