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prtms

prints Markov switching regression results

CALLING SEQUENCE

prtms(res,out)

PARAMETERS

Input

* 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)

 

Output

* nothing, just print the results

DESCRIPTION

Prints Markov switching regression parameters regression results.

EXAMPLE

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.

AUTHOR

Eric Dubois 2006

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