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Markov Switching Models for Statsmodels

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Name		Name	Last commit message	Last commit date
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mar_c		mar_c
tests		tests
.gitignore		.gitignore
Example - MAR Hamilton.ipynb		Example - MAR Hamilton.ipynb
README.md		README.md
__init__.py		__init__.py
example.py		example.py
mar_model.py		mar_model.py

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Markov Switching Models for Statsmodels

Installation

Place in your project folder.
Compile the Cython filter using

python setup.py build_ext --inplace

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Markov Switching Models for Statsmodels

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Python 100.0%