[R] fitting Markov Switching Model

[cesare orsini]

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 below the value of 23.65
You can ignore the other two lines
http://r.789695.n4.nabble.com/file/n4638143/per_forum.jpeg 
 
How can i do it?
is there a simple code to do it????
i attached  the dataset 
http://r.789695.n4.nabble.com/file/n4638143/data.txt data.txt 

any help is appreciated!!!




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