ISmMarkovSwitchingGARCH.P00

Syntax

P00: 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.

Example

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

See also:

ISmMarkovSwitchingGARCH