Re: [R] Using Markov Regime Switching Model to Forecast

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. --- Jeff Newmiller

[R] Using Markov Regime Switching Model to Forecast

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 Mar