Searching markov switch on the R website gives a list of useful hints and
packages:
https://www.google.com/search?q=markov+switch&domains=r-project.org&sitesearch=r-project.org&btnG=Google+Search
If you know the cut-off between states no complicated modeling is
necessary, using something like thi
Dear Users,
i have this time series, the tree lines means different level, i would use
a Markov switching model with two states to modelling this time series. i
would obtain the relative transition matrix (2X2)
the first state is above the value of 23.65 (the higher line)
the second state is be
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