Displaying 6 results from an estimated 6 matches similar to: "Help from Bill Liao"
2012 Jul 23
1
setar function error message
Hi all,
I have problem to estimate a SETAR model. I always get an error message.
Here is the code:
## there are 4175 observation in the series (a).
> a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480
[10] 1.496498
> library("tsDyn")
> selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2
Using maximum
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
2012 Jul 24
0
setar function error message (SOLVED)
Hi,
I know the problem now. Previously i use as.timeSeries function, but the
error message of setar function still came out. Anyway, many thanks to
Pascal for the solution.
Best Regards,
Ario
On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote:
> Hello,
>
> It works for me (with a warning message), by adding this line before the
> setar procedure:
>
>
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
Hi
Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN,
extended with several new features.
The package tsDyn is aimed at estimating nonlinear time series models
which exhibit regime specific properties. The regime switching dynamics
can either be described by smooth transition (STAR and LSTAR) or
threshold effects (SETAR). The package furthermore offers nonlinear
models
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
Hi
Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN,
extended with several new features.
The package tsDyn is aimed at estimating nonlinear time series models
which exhibit regime specific properties. The regime switching dynamics
can either be described by smooth transition (STAR and LSTAR) or
threshold effects (SETAR). The package furthermore offers nonlinear
models
2010 Aug 28
1
star models
Hi,
I am traying to implement an STAR model, but I have some problems.
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,