EViews.com

I would like to estimate a Markov regime switching ARMA(3,2) model. Is this the right code;
equation eqf.switchreg(type=markov) y c y(-1) y(-2) y(-3) ar(1) ar(2)
Thanks.

EViews doesn't allow MA terms in Markov switching estimation.

So y(-1) and ar(1) are exactly the same as in standard ols estimation with eviews?