Filter löschen
Filter löschen

Exponential Smooth Transition Autoregressive (ESTAR) Model

1 Ansicht (letzte 30 Tage)
Niall
Niall am 6 Mär. 2012
Kommentiert: Viktoria am 19 Okt. 2014
Does anyone know of a package or .m script relating to smooth transition autoregressive (STAR) models?
There doesn't appear to be any information online. I can work it out in R, but I'd much prefer to do it in MATLAB.
  1 Kommentar
Viktoria
Viktoria am 19 Okt. 2014
Hello Niall! The R code you worked out for STAR model, is it for one or for amultiple explanatory variables?
Thanks!

Melden Sie sich an, um zu kommentieren.

Antworten (2)

Alon Sun
Alon Sun am 3 Jun. 2012
Hello, I come from Xiamen University. You said you can work ESTAR out in R, would you please share the codes with me ? my email address is sun_wise@foxmail.com. Thanks!

Horace
Horace am 18 Mär. 2014
Hello,I wonder that if you work STAR out in R with the tsDyn package.Thank you very much.

Kategorien

Mehr zu Econometrics Toolbox finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by