# Hypothesis Testing for Markov Switching Models

## Documentation for package ‘MSTest’ version 0.1.8

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

MSTest-package | Testing Markov Switching Models
ARmdl | Autoregressive Model
ARXmdl | Autoregressive X Model
chp10GNP | Carrasco, Hu, & Ploberger 2010 GNP data
CHPbootCV | Bootstrap critical values for CHP 2014 parameter stability test
CHPTest | Carrasco, Hu, and Ploberger (2014) parameter stability test
DLMCTest | Monte Carlo moment-based test for Markov switching model
DLMMCTest | Maximized Monte Carlo moment-based test for Markov switching model
hamilton84GNP | Hamilton 1984 & Hansen 1992 GNP data
HLRTest | Hansen (1992) likelihood ratio test
HMmdl | Hidden Markov model
LMCLRTest | Monte Carlo Likelihood Ratio Test
MCpval | Monte Carlo P-value
MMCLRTest | Maximized Monte Carlo Likelihood Ratio Test
MSARmdl | Markov-switching autoregressive model
MSARXmdl | Markov-switching autoregressive model
MSTest | Testing Markov Switching Models
MSVARmdl | Markov-switching vector autoregressive model
MSVARXmdl | Markov-switching vector autoregressive model
Nmdl | Normal distribution model
simuAR | Simulate autoregressive process
simuARX | Simulate autoregressive X process
simuHMM | Simulate Hidden Markov model with normally distributed errors
simuMSAR | Simulate Markov-switching autoregressive process
simuMSARX | Simulate Markov-switching ARX process
simuMSVAR | Simulate Markov-switching vector autoregressive process
simuMSVARX | Simulate Markov-switching VARX process
simuNorm | Simulate normally distributed process
simuVAR | Simulate VAR process
simuVARX | Simulate VAR process
USGNP | US GNP data 1947Q2 - 2024Q2
USRGDP | US Real GDP data 1947Q2 - 2024Q2
VARmdl | Vector autoregressive model
VARXmdl | Vector X autoregressive model