[Scilab-users] Grocer / Markov Switching Model

[ericdoblas]

Hello all,

I am using Markov Switching Model (MSM) to detect turning points. I can´t
use Bry Boschan or Harding Pagan. I must use MSM. I don´t understand the
manual´s instructions for Grocer. Specifically, I don´t understand all steps
of the routine on grocer. So, I need a routine for MSM on Grocer.

Thank you very much who can help me
Eric Doblas
Argentina


This is the data:

Date	GDP	            LGDP
I 93	216370,1113	12,2847457
II 93	241871,8584	12,39616335
III 93	242645,5224	12,3993569
IV 93	245132,4288	12,40955387
I 94	232945,3257	12,35855905
II 94	257476,8946	12,45868527
III 94	253467,7781	12,44299199
IV 94	257341,5437	12,45815945
I 95	237968,1031	12,37989192
II 95	248093,6393	12,42156153
III 95	242214,6991	12,3975798
IV 95	244467,9646	12,40683956
I 96	236566,0366	12,37398267
II 96	260751,9252	12,47132476
III 96	262166,9638	12,47673685
IV 96	267020,0467	12,49507902
I 97	256387,8567	12,45444664
II 97	281769,8008	12,54884571
III 97	284092,2675	12,55705435
IV 97	287515,3456	12,56903151
I 98	271702,3677	12,51246251
II 98	301207,5978	12,615555
III 98	293315,4036	12,58900377
IV 98	286267,8493	12,56468319
I 99	265024,6359	12,48757807
II 99	286412,3269	12,56518775
III 99	278472,6935	12,53707528
IV 99	283566,3992	12,55520159
I 00	264555,9181	12,48580792
II 00	285275,1759	12,56120952
III 00	276767,971	12,53093478
IV 00	278091,6764	12,53570611
I 01	259199,8739	12,46535476
II 01	284795,7629	12,55952758
III 01	263126,5054	12,4803902
IV 01	248864,5552	12,42466407
I 02	216849,495	12,28695882
II 02	246314,6332	12,41436499
III 02	237416,8668	12,37757281
IV 02	240361,3921	12,38989887
I 03	228595,8824	12,33971102
II 03	265402,4777	12,48900274
III 03	261534,5226	12,47432157
IV 03	268560,9668	12,50083323
I 04	254330,4234	12,44638958
II 04	284375,6106	12,55805122
III 04	284392,0599	12,55810906
IV 04	293467,0606	12,58952068
I 05	274594,5026	12,52305075
II 05	313927,2903	12,65691668
III 05	310593,0805	12,64623891
IV 05	319939,2408	12,67588638
I 06	298695,5617	12,60718015
II 06	338243,7275	12,731522
III 06	337741,8852	12,73003723
IV 06	347578,7074	12,75874641
I 07	322448,8712	12,68369986
II 07	367492,3517	12,81445779
III 07	367538,7276	12,81458397
IV 07	379199,6613	12,84581816
I 08	349945,3229	12,7655322
II 08	396227,2401	12,88974316
III 08	393039,23	12,88166471
IV 08	394564,9401	12,88553902
I 09	357096,4155	12,7857611
II 09	393181,2789	12,88202605
III 09	391678,8883	12,87819762
IV 09	404860,9562	12,91129897
I 10	381221,6341	12,8511362
II 10	439766,5937	12,9939994
III 10	425323,1724	12,96060456
IV 10	442208,8085	12,99953747
I 11	419023,1666	12,94568149
II 11	479963,6782	13,08146571
III 11	464882,753	13,04954051
IV 11	474414,821	13,06983737
I 12	440884,2806	12,99653772



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