I am using the "MSwM" package in R to use "Markov Switching Models" for the purpose of Time Series Analysis and Forecasting.
I was reading the official documentation for this R package:
As well as the supplementary example material:
My Question: Neither of these documents seem to contain any information as to how the models from this package can be used to predict future values of the time series. Is it in fact possible to use this package to directly forecast future values of the time series?