ISmMarkovSwitchingGARCH.P00

Fore Syntax

P00: IMSGARCHParameter;

Fore.NET Syntax

P00: Prognoz.Platform.Interop.Stat.IMSGARCHParameter;

Description

The P00 property returns estimates of parameters of switching from 0 to 0 state.

Comments

To determine parameters of distribution for probability of switching from 0 to 0, use the ISmMarkovSwitchingGARCH.P00Distribution property.

Fore and Fore.NET Examples

The property value is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.

See also:

ISmMarkovSwitchingGARCH