i want to do predict using R studio for MSVAR model
data_returns <- data.frame(bri_returns, ihsg_returns)
data_matrix <- cbind(bri_returns, ihsg_returns) colnames(data_matrix) <- c(“BBRI_Returns”, “IHSG_Returns”)
var_model <- VAR(data_matrix, p = aic_lag)
lm_model <- lm(ihsg_returns ~ _returns, data = data_returns)
msvar <- msmFit(lm_model, k = 2, sw = rep(TRUE, 3))
summary(msvar)
coefficients_list <- msvar@Coefprint(coefficients_list)
transition_matrix <- msvar@transMatprint(transition_matrix)
msvar@Fit@smoProb
par(mar=c(3,3,3,3))
plotProb(msvar, which=1)
plotProb(msvar, which=2)
plotDiag(msvar, regime=1, which=1)
plotDiag(msvar, regime=1, which=2)
plotDiag(msvar, regime=1, which=3)
plotDiag(msvar, regime=2, which=1)
plotDiag(msvar, regime=2, which=2)
plotDiag(msvar, regime=2, which=3)
i cant find predict
in the package msmFit
, so please help me.
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