Hi,
I would like to ask how someone can obtain the data contained in the list "rgnp" in the folder "statsmodels/tsa/regime_switching/tests/test_markov_autoregression". This data is used for the Hamiltons switching model and spans in 1951-1984, quarterly measured.
I got the GNP data from
https://fred.stlouisfed.org/series/GNP and then I took the logarithm differences and finally I multiplied by 100, but I don't end up with the same dataset as the one contained in the list
rgnp.
Do you know what other transformation might occured in order to obtain the same dataset?
Many thanks!
Yvonni