Hello David,

Pls check this website, it has a helpful information and will answer most of your concerns

http://www.sayedhossain.com/

http://www.sayedhossain.com/

thanks, i got it.  the diagnostics  Markov switching model can be done using the coefficient diagnostic and the residual diagnostic under the view sub-menu. for  serial correlation; we use the correlogram Q, and for heteroscedasticity, we used the  Mcleodli commonly know as the correlogram square Q^2

Better raise this in the Eviews forum. You will get the way to solve this. 

Thanks, I will have to combine Softwares to get result

 EVIEWS and OXMETRIC 6 

when dealing with the Markov switching model 

there is the need to  nonlinearity tests 

1. BDS - tests -- EVIEWS OKAY 

2. structural breaks - EVIEWS OKAY 

Analysis 

determination of the number of MS ( REGIME ) 

Graphic examination (  EVIEWS OKAY , OXMETRIC OKAY ) 

for analysis * oxmetric 6 OKAY 

FOR instance 

1. easy to determine the number of AR needed 

the model can be selected based on the  

Finally, easy to test for normality, serial correlation and  Heteroscedasticity 

by clicking the TEST SUMMARY BOTTON 

If you are able to get the residuals from the estimated model most of the tests can be done in any software.