ISmMarkovSwitchingGARCH.P11

Syntax

P11: 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.

Example

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

See also:

ISmMarkovSwitchingGARCH

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