Question: 6 Collect data from various sources, and estimate a two-state constant transition probability model in the following time series (using RATS, GAUSS or other packages):

6 Collect data from various sources, and estimate a two-state constant transition probability model in the following time series (using RATS, GAUSS or other packages):

(a) industrial production of selected countries,

(b) CPI of the G7,

(c) GDP of the US, Argentina, France, Algeria, and India.

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