Dear Matthieu or other friends,
I want to select two unknown thresholds with the following function:
grid<- selectSETAR(x1, m=1, thDelay=0,
criterion=C("AIC","SSR"),
nthresh=2)
print(grid)
plot(grid)
where x1 is a price time series.
However, it always shows the following error.
Error in selectSETAR(x1, m = 1, thDelay = 0, criterion = C("AIC",
"SSR"), :
unused argument(s) (nthresh = 2)
> print(grid)
thDelay th mL mH AIC
1 0 0.053602717 1 1 -592.0943
2 0 0.002724549 1 1 -591.1198
3 0 -0.047636190 1 1 -591.0673
4 0 -0.158229163 1 1 -591.0057
5 0 -0.090120583 1 1 -590.8050
6 0 0.090293645 1 1 -590.6670
7 0 0.148386470 1 1 -590.6463
The key problem is that I cannot get the value of SSR and select
suitable threshold values.
Thank you,
Bill
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