TARMODELS—Specification and Estimation of STAR Model
Posted: Fri Dec 20, 2024 9:07 am
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.
Detailed Description
Detailed Description