Message-ID: <F8C1F54B-ADEC-43C2-A881-391DA5790271@dcn.davis.CA.us>
Date: 2015-04-14T13:17:47Z
From: Jeff Newmiller
Subject: Using Markov Regime Switching Model to Forecast
In-Reply-To: <CAFCiDbbjmN8nbLykaJ_f4JEGd7P3+HOEVxmf6vRRNBepAfDtPg@mail.gmail.com>
Perhaps you should learn to use Google? It came up easily there for me. There is also an R package called "sos" that can help you find capabilities among the thousands of contributed packages on CRAN.
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On April 13, 2015 5:21:30 PM PDT, Afsaneh Bahrami <bahrami.afsaneh at gmail.com> wrote:
>Dear R Users,
>
>Is there any package in R that use Markov Regime switching model to
>forecast
>?
>
>I need to do one-step ahead forecast using a Markov Regime switching
>model.
>I have one predictor variable that switches across 2 regimes. I had a
>look, but I couldn't find a package in R which use a Markov Regime
>switching model for forecasting. Would you please let me know if there
>is
>any package to do that?
>
>I really appreciate any information.
>
>Regards
>Afsaneh
>
> [[alternative HTML version deleted]]
>
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