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.
1 个评论
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!
回答（2 个）
Alon Sun
2012-6-3
0 个投票
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
2014-3-18
0 个投票
Hello，I wonder that if you work STAR out in R with the tsDyn package.Thank you very much.
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