TARMODELS—Specification and Estimation of STAR Model

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TomDoan
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TARMODELS—Specification and Estimation of STAR Model

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TARMODELS.RPF is an example of estimation and analysis of a STAR (Smooth Transition Autoregression) model. It is adapted from Terasvirta(1994), "Specification, Estimation and Evaluation of Smooth Transition Autoregressive Models", J. of American Statistical Association, vol 89, pp 208-218.

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lynx.dat
Data file (included in RATS examples)
(663 Bytes) Downloaded 960 times


Last bumped by TomDoan on Fri Dec 20, 2024 9:07 am.
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