Re: [R] SETAR Estimation

From: Spencer Graves <>
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 "" in package "wle".

	  hope this helps.
	  spencer graves

p.s. If this does not solve your problem, PLEASE do read the posting guide! It can increase your chances of getting a useful reply from this list. 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
> ______________________________________________
> mailing list
> PLEASE do read the posting guide!

Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA <>
Tel:  408-938-4420
Fax: 408-280-7915

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Received on Thu Jul 28 14:19:11 2005

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