Aptech Systems, Inc. Worldwide Headquarters
Aptech Systems, Inc.
2350 East Germann Road, Suite #21
Chandler, AZ 85286
Ready to Get Started?
For Pricing and Distribution
Training & Events
Step-by-step, informative lessons for those who want to dive into GAUSS and achieve their goals, fast.
Have a Specific Question?
Q&A: Register and Login
Premier Support and Platinum Premier Support are annually renewable membership programs that provide you with important benefits including technical support, product maintenance, and substantial cost-saving features for your GAUSS System or the GAUSS Engine.
Join our community to see why our users are considered some of the most active and helpful in the industry!
Where to Buy
Available across the globe, you can have access to GAUSS no matter where you are.
Recent Tagsapplications character vectors CML CMLMT Constrained Optimization datasets dates dlibrary dllcall error error handling errors Excel FANPACMT file i/o floating network GAUSS Engine graphics GUI hotkeys installation Java API license licensing linux loading data matrices matrix matrix manipulation Maxlik MaxLikMT Memory Optmum output PQG graphics proc procs RAM random numbers string functions strings structures threading Time Series writing data
Time Series 2.0 MT
Find out more now
Time Series MT 2.1
Markov Switching-Vector Autoregression model
i want to ask if GAUSS 10 or later version can estimate a Markov Switching-Vector Autoregression (MS-VAR) with an exogenous variables that is also subject to shift parameter. Again how can one writes the codes
The application Time Series MT, has a function switchmt for this type of estimation. It assumes that exogenous independent variables switch with the regimes. So if you specify three exogenous variables and two states, there would be a total of six coefficients for the exogenous variables (3 parameters x 2 states).