[R] fitting Markov Switching Model
cesare orsini
castjam at hotmail.it
Fri Jul 27 20:52:02 CEST 2012
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!!!
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