Saving the Smooth and Filtered Probabilities

[allister]

Hi

How do I save the smooth and filtered probabilities from Hamilton Switching Model?

[TomDoan]

This is a revision of the Hamilton example (using the MSVARSETUP procedure) which computes and graphs the smoothed probabilities. PT_T and PT_T1 are SERIES[VECT] with the filtered and predicted state probabilities.

hamilton.rpf

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[ac_1]

Tom, when I run this, I get:

## CP18. MSVARSMOOTHED is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>start gend psmooth<<<<

Is there an MSVARSMOOTHED.src ??

[TomDoan]

It's part of the newest MSVARSETUP procedure file:

http://www.estima.com/forum/viewtopic.php?f=7&t=512

[ac_1]

okay, thanks.