[R] Package for Markov (Regime) Switching (ARMA) Models

Andreas Klein klein82517 at yahoo.de
Sun Feb 15 14:46:03 CET 2009


Hello R-Users


Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction?


Thank you very much.


Regards,
Andreas.







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