[R] Using Markov Regime Switching Model to Forecast

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Tue Apr 14 15:17:47 CEST 2015

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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Sent from my phone. Please excuse my brevity.

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
>I need to do one-step ahead forecast using a Markov Regime switching 
>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
>any package to do that?
>I really appreciate any information.
>	[[alternative HTML version deleted]]
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