[Scilab-users] Grocer / Markov Switching Model

[Eric Dubois]

try:
-->r=ms_reg('100*lpbi-lagts(2,lpbi)',['100*(lagts(1,lpbi)-lagts(3,lpbi))';'100*(lagts(2,lpbi)-lagts(4,lpbi))';'100*(lagts(3,lpbi)-lagts(5,lpbi))'],'cte',nb_states,switch_var,var_opt,'transf=stud','prt=initial;final')

(you had 2 typos in your command)

Éric.

2013/1/11 ericdoblas <ericdoblasargentina at yahoo.com.ar>

>
> r=ms_reg('100*lpbi-lagts(2,lpbi))','['100*(lagts(1,lpbi)-lagts(3,lpbi))';'100*(lagts(2,lpbi)-lagts(4,lpbi))';'100*(lagts(3,lpbi)-lagts(5,lpbi))'],'cte',nb_states,switch_var,var_opt,'transf=stud','prt=initial;final')
>
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