𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Setar international


Book ID
119078237
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
175 KB
Volume
14
Category
Article
ISSN
0147-1767

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πŸ“œ SIMILAR VOLUMES


On forecasting SETAR processes
✍ Jan G. De Gooijer; Paul T. De Bruin πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 359 KB
On SETAR non-linearity and forecasting
✍ Michael P. Clements; Philip Hans Franses; Jeremy Smith; Dick van Dijk πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 119 KB

## Abstract We compare linear autoregressive (AR) models and self‐exciting threshold autoregressive (SETAR) models in terms of their point forecast performance, and their ability to characterize the uncertainty surrounding those forecasts, i.e. interval or density forecasts. A two‐regime SETAR proc