[R] SETAR Estimation

From: <ekhous_at_po-box.mcgill.ca>
Date: Wed 27 Jul 2005 - 01:34:53 EST

Dear R-helpers,

I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating SETAR models including the lag-order. For some reason my code gives me a bit wrong results. I am fighting with it for a week and cannot bring it down.
Thanks a million in advance,


McGill University
Department of Economics

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 27 01:40:38 2005

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