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: http://r.789695.n4.nabble.com/fitting-Markov-Switching-Model-tp4638143.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
