The threshold model allows expression with different Autoregressive Moving Average (ARMA) models sorted according to the value of observations. In this study, nineteen years observed wind speed data have been modeled Self Exciting Threshold (SETAR) model. Two (AR(3)) obtained for situation where was below and above 2.5 m / s previous observation in time series. addition, SETAR (1,3,3) model, it...
