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Exponential Smooth Transition Autoregressive (ESTAR) Model

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Niall
Niall 2012-3-6
评论： Viktoria 2014-10-19
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.
  1 个评论
Viktoria
Viktoria 2014-10-19
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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回答（2 个）

Alon Sun
Alon Sun 2012-6-3
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!
Horace
Horace 2014-3-18
Hello，I wonder that if you work STAR out in R with the tsDyn package.Thank you very much.

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