Package for Markov (Regime) Switching (ARMA) Models
Hello R-Users Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction? Thank you very much. Regards, Andreas.
Hello R-Users Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction? Thank you very much. Regards, Andreas.