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- Wed Oct 21, 2009 4:18 pm
- Forum: Structural Breaks and Switching Models
- Topic: Forecasting using a LSTAR model
- Replies: 9
- Views: 65764
Forecasting using a LSTAR model
Hello, I am wondering if it possible to use the forecast or step function in RATS to make one-step forecasts on a serie. The LSTAR model coefficients were estimated using this code : com c3 = ip(155) com gama = 1 frml g = (1+exp(-gama*(ip{1}-c3)))**-1 nonlin a0 a1 a2 b1 b2 com a0=0, a1=0, a2=0, b1=0...