Markov-Switching Dynamic Regression Model

Discrete-time Markov model containing switching state and dynamic regression submodels

Functions

`msVAR`	Create Markov-switching dynamic regression model
`dtmc`	Create discrete-time Markov chain
`arima`	Create univariate autoregressive integrated moving average (ARIMA) model
`varm`	Create vector autoregression (VAR) model

estimate Fit Markov-switching dynamic regression model to data

`filter`	Filtered inference of operative latent states in Markov-switching dynamic regression data
`smooth`	Smoothed inference of operative latent states in Markov-switching dynamic regression data

simulate Simulate sample paths of Markov-switching dynamic regression model

forecast Forecast sample paths from Markov-switching dynamic regression model