HMM Procedure
Getting Started: HMM Procedure
- Gaussian Hidden Markov Model
- Gaussian Hidden Markov Model for Cross-Sectional Time Series Data
- Gaussian Mixture Hidden Markov Model for Time Series Data and Cross-Sectional Time Series Data
- Regime-Switching Regression Model
- Regime-Switching Autoregression Model
- Finite Hidden Markov Model
- Poisson Hidden Markov Model
This section provides several examples of the types of models that the HMM procedure supports.
Last updated: July 09, 2026