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
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