Searching markov switch on the R website gives a list of useful hints and
packages:

https://www.google.com/search?q=markov+switch&domains=r-project.org&sitesearch=r-project.org&btnG=Google+Search

If you know the cut-off between states no complicated modeling is
necessary, using something like this (untested):
x[x<23.65] <- 0
x[x>23.65] <- 1
will give you the markov state sequence and the transition matrix follows
from that.

hth, Ingmar Visser

On Fri, Jul 27, 2012 at 8:52 PM, cesare orsini <castjam@hotmail.it> wrote:

> Dear Users,
>
> 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
> http://r.789695.n4.nabble.com/file/n4638143/per_forum.jpeg
>
> How can i do it?
> is there a simple code to do it????
> i attached  the dataset
> http://r.789695.n4.nabble.com/file/n4638143/data.txt data.txt
>
> any help is appreciated!!!
>
>
>
>
> --
> View this message in context:
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> Sent from the R help mailing list archive at Nabble.com.
>
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