ISmMarkovSwitchingGARCH.ConditionalStateProbabilities

Syntax

ConditionalStateProbabilities: Array;

Description

The ConditionalStateProbabilities property returns a series of transition probabilities for each period of time.

Comments

To get estimation of transition parameters, use the ISmMarkovSwitchingGARCH.P00 and ISmMarkovSwitchingGARCH.P11 properties.

Example

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

See also:

ISmMarkovSwitchingGARCH