Actually there aren't by now so many packages for markov regime switching
models in R but I just saw that at the userR 2009 conference a talk will be
held about it, maybe that can help you, though the authors don't mention
whether they use a existing package or developed new functionalities.
ht
Hi
Threshold models with time series for ecology have been quite famous with
bookf from Tong (1990, nonlinear time series), who studied lynx population
and showed evidence of threshold (regime specific) effects, and built a
model called "threshold autoregressive"
Many of those functions are avai
ehxpieterse wrote:
>
> Hi,
>
> I am quite new to R and would appreciate some guidance, if possible.
>
> I have imported a csv file: spread <- read.csv("Spread.csv")
>
> I get the following error when I try to run adf.test:
>> adf.test(spread,alternative = c("stationary", "explosive"),0)
> Er
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