受不了了，跑哪跟哪……

哈哈，时间限制问题已解决，修改下电脑系统时间就可以运行拉，不过为什么程序不能作图呢？如下所示：

---------- EM algorithm converged after 43 iterations ------------

EQ( 1) MSM(2)-AR(4) model of DUSGNP
Estimation sample: 1952 (2) - 1984 (4)

no. obs. per eq. : 131 in the system : 131
no. parameters : 9 linear system : 6
no. restrictions : 1
no. nuisance p. : 2

log-likelihood : -181.4236 linear system : -183.6692

AIC criterion : 2.9072 linear system : 2.8957
HQ criterion : 2.9875 linear system : 2.9492
SC criterion : 3.1048 linear system : 3.0274

LR linearity test: 4.4911 Chi(1) =[0.0341] * Chi(3)=[0.2131] DAVIES=[0.2131]
Cannot show draw window!

---------- matrix of transition probabilities ------

Regime 1 Regime 2
Regime 1 0.7620 0.2380
Regime 2 0.0986 0.9014

---------- regime properties ----------------------

nObs Prob. Duration
Regime 1 38.5 0.2929 4.20
Regime 2 92.5 0.7071 10.14

---------- coefficients ----------------------------

Coef StdError t-val
Mean (Reg.1) -0.3403 0.2441 -1.3940
Mean (Reg.2) 1.1727 0.1423 8.2395
DUSGNP_1 0.0108 0.0895 0.1203
DUSGNP_2 -0.0627 0.0811 -0.7731
DUSGNP_3 -0.2462 0.0859 -2.8669
DUSGNP_4 -0.2009 0.0867 -2.3170

Standard error 0.76987