Re: [R] SETAR Estimation

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 28 Jul 2005 - 14:13:48 EST

          I just got zero hits from 'RSiteSearch("SETAR")'. When I Googled for "SETAR", I got 219,000 hits, but nothing on the first page looked like it might be your SETAR. Then I Googled for "SETAR Model" and got something that suggested "threshold autoregressive ..." Then and 'RSiteSearch("threshold autoregressive") produced 6 hits, the first of which was for "wle.ar" in package "wle".

	  hope this helps.
	  spencer graves

p.s. If this does not solve your problem, PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html. It can increase your chances of getting a useful reply from this list.

ekhous@po-box.mcgill.ca wrote:

> 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,
> Sincerely,
>
> Evgueni
>
> McGill University
> Department of Economics
>
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-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves@pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
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Received on Thu Jul 28 14:19:11 2005

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