Displaying 5 results from an estimated 5 matches for "thdelay".
2012 Jul 23
1
setar function error message
...selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2
Using maximum autoregressive order for high regime: mH = 2
Searching on 1552 possible threshold values within regimes with
sufficient ( 15% ) number of observations
Searching on 6208 combinations of thresholds ( 1552 ), thDelay ( 1
), mL ( 2 ) and MM ( 2 )
Results of the grid search for 1 threshold
thDelay mL mH th pooled-AIC
1 0 2 2 1.674402 -43590.12
2 0 2 2 1.674218 -43588.81
3 0 2 2 1.673758 -43588.24
4 0 2 2 1.674011 -43588.19
5 0 2 2 1.674480 -43587.85
6...
2013 Sep 02
2
como hacer grafico de un modelo setar
Hola,
Estoy intentando realizar un ajuste a un modelo setar con R y me surgen
problemas a la hora de representar el modelo setar sin la constante. El
código es el siguiente:
# Estimacion TAR(2;2,2) con delta 1:
mod.setar <- setar(x, m = 2, mL = 2, mH = 2, thDelay = 1)
mod.setar
summary(mod.setar)
mod.setarc<-setar(x, m=2, mL=2, mH=2, thDelay=1, include=c("none"))
##eliminamos la constante del modelo
mod.setarc
summary(mod.setarc)
#Ajustamos el modelo para los primeros 104 valores de la serie
set.seed(10)
mod.test <- list()
x.train <- w...
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) (nthre...
2012 Jul 24
0
setar function error message (SOLVED)
...>
>>>>> Using maximum autoregressive order for high regime: mH = 2
>>>> Searching on 1552 possible threshold values within regimes with
>>>> sufficient ( 15% ) number of observations
>>>> Searching on 6208 combinations of thresholds ( 1552 ), thDelay ( 1
>>>> ), mL ( 2 ) and MM ( 2 )
>>>> Results of the grid search for 1 threshold
>>>> thDelay mL mH th pooled-AIC
>>>> 1 0 2 2 1.674402 -43590.12
>>>> 2 0 2 2 1.674218 -43588.81
>>>> 3 0...
2010 Aug 28
1
star models
...roblems.
I am following the instruction of the model, that they are in:
http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html
that they are from:
http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn
The model is:
star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh,
thDelay, thVar, sig=0.05, trace=TRUE, control=list(), ...)
I have implemented the example:
mod.star <- star(log10(lynx), m=2, mTh=c(0,1), control=list(maxit=3000))
mod.star
However, when I put my variables from my data.frame, R does not find
my variables, so, for this reason I have try to create a m...