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
Using Markov Regime Switching Model to Forecast
2 messages · Afsaneh Bahrami, Jeff Newmiller
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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