Dear Eric.<br><br>Could be more precise on the model you want to estimate? (The term "Markov-switching model" is a generic one: you have to define the law of your data under the regimes as well as the number of regimes you want to estimate).<br>
<br>Anyway, there is another Scilab toolbox performing Markov-switching models (HMM), but it does not seem to be maintained. And I think you will not find other Scilab ressources corresponding to this kind of models.<br><br>
Éric.<br><br><div class="gmail_quote">2013/1/9 ericdoblas <span dir="ltr"><<a href="mailto:ericdoblasargentina@yahoo.com.ar" target="_blank">ericdoblasargentina@yahoo.com.ar</a>></span><br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Hello all,<br>
<br>
I am using Markov Switching Model (MSM) to detect turning points. I canīt<br>
use Bry Boschan or Harding Pagan. I must use MSM. I donīt understand the<br>
manualīs instructions for Grocer. Specifically, I donīt understand all steps<br>
of the routine on grocer. So, I need a routine for MSM on Grocer.<br>
<br>
Thank you very much who can help me<br>
Eric Doblas<br>
Argentina<br>
<br>
<br>
This is the data:<br>
<br>
Date GDP LGDP<br>
I 93 216370,1113 12,2847457<br>
II 93 241871,8584 12,39616335<br>
III 93 242645,5224 12,3993569<br>
IV 93 245132,4288 12,40955387<br>
I 94 232945,3257 12,35855905<br>
II 94 257476,8946 12,45868527<br>
III 94 253467,7781 12,44299199<br>
IV 94 257341,5437 12,45815945<br>
I 95 237968,1031 12,37989192<br>
II 95 248093,6393 12,42156153<br>
III 95 242214,6991 12,3975798<br>
IV 95 244467,9646 12,40683956<br>
I 96 236566,0366 12,37398267<br>
II 96 260751,9252 12,47132476<br>
III 96 262166,9638 12,47673685<br>
IV 96 267020,0467 12,49507902<br>
I 97 256387,8567 12,45444664<br>
II 97 281769,8008 12,54884571<br>
III 97 284092,2675 12,55705435<br>
IV 97 287515,3456 12,56903151<br>
I 98 271702,3677 12,51246251<br>
II 98 301207,5978 12,615555<br>
III 98 293315,4036 12,58900377<br>
IV 98 286267,8493 12,56468319<br>
I 99 265024,6359 12,48757807<br>
II 99 286412,3269 12,56518775<br>
III 99 278472,6935 12,53707528<br>
IV 99 283566,3992 12,55520159<br>
I 00 264555,9181 12,48580792<br>
II 00 285275,1759 12,56120952<br>
III 00 276767,971 12,53093478<br>
IV 00 278091,6764 12,53570611<br>
I 01 259199,8739 12,46535476<br>
II 01 284795,7629 12,55952758<br>
III 01 263126,5054 12,4803902<br>
IV 01 248864,5552 12,42466407<br>
I 02 216849,495 12,28695882<br>
II 02 246314,6332 12,41436499<br>
III 02 237416,8668 12,37757281<br>
IV 02 240361,3921 12,38989887<br>
I 03 228595,8824 12,33971102<br>
II 03 265402,4777 12,48900274<br>
III 03 261534,5226 12,47432157<br>
IV 03 268560,9668 12,50083323<br>
I 04 254330,4234 12,44638958<br>
II 04 284375,6106 12,55805122<br>
III 04 284392,0599 12,55810906<br>
IV 04 293467,0606 12,58952068<br>
I 05 274594,5026 12,52305075<br>
II 05 313927,2903 12,65691668<br>
III 05 310593,0805 12,64623891<br>
IV 05 319939,2408 12,67588638<br>
I 06 298695,5617 12,60718015<br>
II 06 338243,7275 12,731522<br>
III 06 337741,8852 12,73003723<br>
IV 06 347578,7074 12,75874641<br>
I 07 322448,8712 12,68369986<br>
II 07 367492,3517 12,81445779<br>
III 07 367538,7276 12,81458397<br>
IV 07 379199,6613 12,84581816<br>
I 08 349945,3229 12,7655322<br>
II 08 396227,2401 12,88974316<br>
III 08 393039,23 12,88166471<br>
IV 08 394564,9401 12,88553902<br>
I 09 357096,4155 12,7857611<br>
II 09 393181,2789 12,88202605<br>
III 09 391678,8883 12,87819762<br>
IV 09 404860,9562 12,91129897<br>
I 10 381221,6341 12,8511362<br>
II 10 439766,5937 12,9939994<br>
III 10 425323,1724 12,96060456<br>
IV 10 442208,8085 12,99953747<br>
I 11 419023,1666 12,94568149<br>
II 11 479963,6782 13,08146571<br>
III 11 464882,753 13,04954051<br>
IV 11 474414,821 13,06983737<br>
I 12 440884,2806 12,99653772<br>
<br>
<br>
<br>
--<br>
View this message in context: <a href="http://mailinglists.scilab.org/Grocer-Markov-Switching-Model-tp4025635.html" target="_blank">http://mailinglists.scilab.org/Grocer-Markov-Switching-Model-tp4025635.html</a><br>
Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com.<br>
_______________________________________________<br>
users mailing list<br>
<a href="mailto:users@lists.scilab.org">users@lists.scilab.org</a><br>
<a href="http://lists.scilab.org/mailman/listinfo/users" target="_blank">http://lists.scilab.org/mailman/listinfo/users</a><br>
</blockquote></div><br>