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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… 
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STAR modelTime seriesWhite noise

Papers overview

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2014
2014
Is South Africa's inflation target too persistent for monetary policy conduct?
Can the South African Reserve Bank’s (SARB) substantially control inflation within their set target of 3-6 percent? We sought to… 
2012
2012
Analisis Indikator Pembangunan Bandar Mampan Berdasarkan Penunjuk Bandar Malaysia (MURNInet) Kajian Kes Majlis Bandaraya Alor Setar (MBAS)
Sustainable development is a concept which is coordinating the development of the third sector, namely the development of… 
2012
2012
Peranan Pelaksanaan "Key Performance Indicators" (KPI) Dalam Penilaian Prestasi di Organisasi Sektor Awam: Kajian Kes di Bahagian Penilaian Majlis Bandaraya Alor Setar (MBAS)
One of the functions of the public sector is organizing the public service which is a general form of government task for welfare… 
2011
2011
Estimation of a threshold autoregressive model under misspecification
  • M. Seo
  • 2011
  • Corpus ID: 124192345
This paper obtains an asymptotic distribution for the least squares estimator of the self-exciting threshold autoregressive model… 
2008
2008
A HYBRID MODELLING FRAMEWORK FOR FORECASTING MONTHLY RESERVOIR INFLOWS
The paper approaches problem of the flow forecasting for the Liptovská Mara reservoir with a hybrid modelling approach. The… 
2008
2008
SETAR nonlinearity, nonstationarity and forecasting
Tese de dout., Metodos Quantitativos Aplicados a Economia e a Gestao, Faculdade de Economia, Universidade do Algarve, 2008 
2003
2003
A SETAR model with long-memory dynamics
This paper presents a 2-regime SETAR model where the process under examination is governed by a long-memory process in the first… 
2001
2001
Dalam usaha negara mencapai status negara maju pada tahun 2020, peranan pendidikan amat penting sekali. Selain menyediakan pendidikan yang berkualiti tinggi dan bertaraf
Education plays a crucial role in order for Malaysia to achieve the status as a developed country by the year 2020. Besides… 
1998
1998
A comparison of ARMA and SETAR forecasts
In this paper seven monthly Indian macroeconomic time series are investigated. The series are tested for threshold nonlinearity… 
1997
1997
Schätzung, Diagnose und Prognose nicht-linearer Setar-Modelle : mit 42 abbildungen