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 this (untested): x[x<23.65] <- 0 x[x>23.65] <- 1 will give you the markov state sequence and the transition matrix follows from that. hth, Ingmar Visser On Fri, Jul 27, 2012 at 8:52 PM, cesare orsini <[email protected]> wrote: > 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!!! > > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/fitting-Markov-Switching-Model-tp4638143.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
