Generalizing Smooth Transition Autoregressions

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Smooth transition autoregressions, neural networks, and linear models in forecasting macroeconomic time series: A re-examination

In this paper we examine the forecast accuracy of four univariate time series models for 47 macroeconomic variables of the G7 economies. The models considered are the linear autoregressive model, the smooth transition autoregressive model, and two neural network models. The two neural network models are different because they are specified using two different techniques. Forecast accuracy is as...

متن کامل

Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the proposed method. Tests available for testing the adequacy of a smooth transition autoregressive model ...

متن کامل

Reportrapport Generalizing Finiteness Conditions of Labelled Transition Systems Generalizing Finiteness Conditions of Labelled Transition Systems

A labelled transition system is provided with some additional structure by endowing the conngurations and the labels with a complete metric. In this way, a so-called metric labelled transition system is obtained. The additional structure on a metric labelled transition system makes it possible to generalize the niteness conditions nitely branching and image nite to compactly branching and image...

متن کامل

Smooth free-form surfaces over irregular meshes generalizing quadratic splines

An algorithm for refining an essentially unrestricted mesh of points into a bivariate C 1 surface is given. The algorithm generalizes the construction of quadratic splines from a mesh of control points. It gives an explicit parametrization of the surface with quadratic and cubic pieces. When the mesh is regular then a quadratic spline surface is generated. Irregular input meshes with non quadri...

متن کامل

Smooth Transition Exponential Smoothing

Adaptive exponential smoothing methods allow a smoothing parameter to change over time, in order to adapt to changes in the characteristics of the time series. However, these methods have tended to produce unstable forecasts and have performed poorly in empirical studies. This paper presents a new adaptive method, which enables a smoothing parameter to be modelled as a logistic function of a us...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SSRN Electronic Journal

سال: 2013

ISSN: 1556-5068

DOI: 10.2139/ssrn.2340539