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Fit the Hysteretic Threshold Autoregressive Model
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | hystar |
Fit the Hysteretic Threshold Autoregressive Model |
Statements
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.
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5 July 2023
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