On 05/06/2013 04:28 PM, David Hoppe wrote:
Hello everyone,
I'm new to this mailing list, but i hope this is the right place to
post my question. I'm trying to do some time series analysis with
state space models in R. So far I used the packages dse and dlm. I was
wondering if there is a package,
Hi
Indeed the tsDyn package implements two types of regime switching models,
where AR coefficients switch between two regimes, with abrupt transition
(setar) or smooth transition (lstar) from one regime to the other. Note
however that these are simply AR models in the standard form, not in the
sta
Hello,
Maybe package tsDyn. It implements SETAR and LSTAR models, among others.
Hope this helps,
Rui Barradas
Em 06-05-2013 21:28, David Hoppe escreveu:
Hello everyone,
I'm new to this mailing list, but i hope this is the right place to
post my question. I'm trying to do some time series ana
On May 6, 2013, at 1:28 PM, David Hoppe wrote:
> Hello everyone,
>
> I'm new to this mailing list, but i hope this is the right place to
> post my question. I'm trying to do some time series analysis with
> state space models in R. So far I used the packages dse and dlm. I was
> wondering if the
Hello everyone,
I'm new to this mailing list, but i hope this is the right place to
post my question. I'm trying to do some time series analysis with
state space models in R. So far I used the packages dse and dlm. I was
wondering if there is a package, which allows for regime switching
state spac
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