Description Usage Arguments Value References Examples
This function allows you to estimate SETAR model
1 | SETAR_model(y, delay_order, lag_length, trim_value)
|
y |
series name, |
delay_order |
Delay order, |
lag_length |
lag length |
trim_value |
trimmed value, .15, .10, .5 |
"Model" Estimated model
"threshold" the value of threshold
Burak Guris, R Uygulamalı Dogrusal Olmayan Zaman Serileri Analizi, DER Yayinevi, 2020.
1 2 3 4 5 6 | x <- rnorm(100)
SETAR_model(x, 1, 12, .15)
data(IBM)
SETAR_model(IBM, 1, 12, .05)
|
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