Autoregressive Markov Switching Model function for the assessment, simulation and forecasting autoregressive Markov switching model. Estimates for the model can choose the distribution function. Used to study structural changes in time series analysis of financial, stock exchange and inflation Research

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............\MS_AR_FEX
............\.........\About_the_MS_AR_Models.pdf
............\.........\Example_Data.mat
............\.........\Example_MS_AR_Fit.m
............\.........\Example_MS_AR_Fit_t_dist.m
............\.........\Example_MS_AR_Fit_with_MEX.m
............\.........\Example_MS_AR_For.m
............\.........\Example_MS_AR_Simul_2_States.m
............\.........\Example_MS_AR_Simul_2_States_t_dist.m
............\.........\Example_MS_AR_Simul_3_States.m
............\.........\Example_MS_AR_Simul_and_Fit_2_States.m
............\.........\Example_MS_AR_Simul_and_Fit_2_States_t_dist.m
............\.........\Example_MS_AR_Simul_and_Fit_3_States.m
............\.........\Example_MS_AR_Simul_and_Fit_4_States.m
............\.........\m_Files
............\.........\.......\confuneq_MS_AR.m
............\.........\.......\getvarMatrix_MS_AR.m
............\.........\.......\mex_MS_Filter.cpp
............\.........\.......\MS_AR_Fit.m
............\.........\.......\MS_AR_For.m
............\.........\.......\MS_AR_Lik.m
............\.........\.......\MS_AR_Sim.m
............\.........\.......\nr3matlab.h
............\.........\备份属于 新建 Microsoft Word 文档.wbk
............\.........\新建 Microsoft Word 文档.doc

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