MARKOV: Stata module to generate Markov probabilities

Nicholas Cox ()

Statistical Software Components from Boston College Department of Economics

Abstract: markov examines varname, treated as a sequence or series, to produce basic summaries relevant to discrete-time, discrete-state Markov chains. markov tabulates one-step transition frequencies from one state to another, carries out a chi-square test for independence, and tabulates a transition probability matrix. The frequency matrix and the probability matrix are saved as F and P, or as whatever names are specified. Matrices with these names are overwritten. It is the user's responsibility to ensure that data are in the appropriate sort order when markov is called. tabchi must be installed first.

Language: Stata
Keywords: time series; Markov; transition probabilities; chi-square tests (search for similar items in EconPapers)
Date: 1998-02-28
Note: This module may be installed from within Stata by typing "ssc install markov". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/markov.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/markov.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s336002

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