This package implements hypothesis testing procedures that can be used to identify the number of regimes in a Markov-Switching model.

Dynamic failure rate distributions (DFR)

Econometrics Final Project: Application Of Autoregressive Distributed Lag (ARDL) In Modeling the Effect of Money Supply on Rupiah Exchange Rate

Project for the course Advanced Times Series Analysis @ KULeuven.

The project involves the analysis and forecasting of time series on financial data.