SETAR_model: SETAR model estimation
In NonlinearTSA: Nonlinear Time Series Analysis
Description
Usage
Arguments
Value
References
Examples
Description
This function allows you to estimate SETAR model
Usage
1
SETAR_model(y, delay_order, lag_length, trim_value)
Arguments
y
series name,
delay_order
Delay order,
lag_length
lag length
trim_value
trimmed value, .15, .10, .5
Value
"Model" Estimated model
"threshold" the value of threshold
References
Burak Guris, R Uygulamalı Dogrusal Olmayan Zaman Serileri Analizi, DER Yayinevi, 2020.
Examples
1
2
3
4
5
6
x <- rnorm(100)
SETAR_model(x, 1, 12, .15)
data(IBM)
SETAR_model(IBM, 1, 12, .05)
NonlinearTSA documentation built on Jan. 23, 2021, 5:05 p.m.
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Description Usage Arguments Value References Examples
Description
This function allows you to estimate SETAR model
Usage
1 | SETAR_model(y, delay_order, lag_length, trim_value)
|
Arguments
y |
series name, |
delay_order |
Delay order, |
lag_length |
lag length |
trim_value |
trimmed value, .15, .10, .5 |
Value
"Model" Estimated model
"threshold" the value of threshold
References
Burak Guris, R Uygulamalı Dogrusal Olmayan Zaman Serileri Analizi, DER Yayinevi, 2020.
Examples
1 2 3 4 5 6 | x <- rnorm(100)
SETAR_model(x, 1, 12, .15)
data(IBM)
SETAR_model(IBM, 1, 12, .05)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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