Displaying 3 results from an estimated 3 matches for "nthresh".
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2009 Oct 09
0
Help from Bill Liao
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...
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...view of the threshold cointegration framework and describes the
implemented functions. It can serve as an ideal introduction for people
interested in discovering this field.
Main new features include:
-added possibilty to have two thresolds and hence three regimes in setar
and selectSETAR (arg nthresh)
-new functions for unit roots tests: KapShinTest() and BBCTest()
-new functions for estimating VAR and VECM: lineVar
-new function for estimating TVECM: function TVECM()
-new function for estimating TVAR: function TVAR()
-new function to test for setar: function setarTest()
-new function to test f...
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...view of the threshold cointegration framework and describes the
implemented functions. It can serve as an ideal introduction for people
interested in discovering this field.
Main new features include:
-added possibilty to have two thresolds and hence three regimes in setar
and selectSETAR (arg nthresh)
-new functions for unit roots tests: KapShinTest() and BBCTest()
-new functions for estimating VAR and VECM: lineVar
-new function for estimating TVECM: function TVECM()
-new function for estimating TVAR: function TVAR()
-new function to test for setar: function setarTest()
-new function to test f...