Skip to search formSkip to main content
You are currently offline. Some features of the site may not work correctly.

SETAR (model)

Known as: Setar (disambiguation) 
In statistics, Self-Exciting Threshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive… Expand
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2015
2015
The purpose of this paper is to investigate the relationship between the inflation and inflation uncertainty in Iran. Using mixed… Expand
Is this relevant?
2007
2007
Abstract The purpose of this paper is threefold. First, we obtain the asymptotic properties of the modified model selection… Expand
  • table 1
  • table 2
  • table 3
Is this relevant?
2005
2005
This paper presents a 2-regime SETAR model for the volatility with a long-memory process in the first regime and a short-memory… Expand
  • table 1
  • table 2
Is this relevant?
2004
2004
The aim of this paper is to analyse the out-of-sample performance of SETAR models relative to a linear AR and a GARCH model using… Expand
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Is this relevant?
2003
2003
This paper investigates the forecasting performance of the non-linear time series SETAR model by using Canadian GDP data from… Expand
Is this relevant?
2003
2003
Abstract.This paper presents the theoretical development of a new threshold autoregressive model based on trended time series… Expand
  • table 2
  • table 1
  • table 3
  • figure 1
  • table 4
Is this relevant?
1997
1997
A machine to form compact rolls of hay of substantial size by picking up a swath or windrow of hay and the like from a field… Expand
Is this relevant?
Highly Cited
1996
Highly Cited
1996
We compare a number of methods that have been proposed in the literature for obtaining h-step ahead minimum mean square error… Expand
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Is this relevant?
Highly Cited
1996
Highly Cited
1996
In this paper we investigate the multi-period forecast performance of a number of empirical self exciting threshold… Expand
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Is this relevant?
Highly Cited
1983
Highly Cited
1983
One Introduction.- 1. Time Series Model Building.- 2. Stationarity.- 3. Linear Gaussian Models.- 4. Some Advantages and Some… Expand
Is this relevant?