Exponential Smooth Transition Autoregressive (ESTAR) Model
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Does anyone know of a package or .m script relating to smooth transition autoregressive (STAR) models?
There doesn't appear to be any information online. I can work it out in R, but I'd much prefer to do it in MATLAB.
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Viktoria
el 19 de Oct. de 2014
Hello Niall! The R code you worked out for STAR model, is it for one or for amultiple explanatory variables?
Thanks!
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Alon Sun
el 3 de Jun. de 2012
Hello, I come from Xiamen University. You said you can work ESTAR out in R, would you please share the codes with me ? my email address is sun_wise@foxmail.com. Thanks!
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Horace
el 18 de Mzo. de 2014
Hello,I wonder that if you work STAR out in R with the tsDyn package.Thank you very much.
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