[R] fitting Markov Switching Model
castjam at hotmail.it
Fri Jul 27 20:52:02 CEST 2012
i have this time series, the tree lines means different level, i would use
a Markov switching model with two states to modelling this time series. i
would obtain the relative transition matrix (2X2)
the first state is above the value of 23.65 (the higher line)
the second state is below the value of 23.65
You can ignore the other two lines
How can i do it?
is there a simple code to do it????
i attached the dataset
any help is appreciated!!!
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