MARKOVPREDICT: Stata module for predicting the next state of a Markov chain model given specified past states

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: markovpredict predicts the one-step forward state based on the conditional distribution of past states specified by the user. In the case of ties in the mode (highest frequency) of the one-step forward state, the prediction will be randomly chosen amongst the states tied with the largest frequency. An error will be issued if no prediction can be made (which usually occurs when too many past states are specified).

Language: Stata
Requires: Stata version 11
Keywords: Markov chain model; discrete time Markov chain; prediction (search for similar items in EconPapers)
Date: 2025-05-11, Revised 2025-05-12
Note: This module should be installed from within Stata by typing "ssc install markovpredict". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/markovpredict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/markovpredict.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/Avery_preproglucacon.dta sample data set (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459454

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