ISmMarkovSwitchingGARCH.P11

Fore Syntax

P11: IMSGARCHParameter;

Fore.NET Syntax

P11: Prognoz.Platform.Interop.Stat.IMSGARCHParameter;

Description

The P11 property returns estimates of parameters of switching from 1 to 1 state.

Comments

Definition parameters for transition probability from the 1 to 1 state can be determined by means of the ISmMarkovSwitchingGARCH.P11Distribution property.

Fore and Fore.NET Examples

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

See also:

ISmMarkovSwitchingGARCH