具有不同转换函&

具有不同转换函&

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 第第第 第第第第第第第第第第 第第 7000 第第第第第第第第第 STAR 第第第第第 马马 马马 马马马马马马马马马马马马马马马 马 第第 马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马 STAR马马马马马马马马马马马马马马马马马马马马马马马马马马 STAR 马马马马马马马马马马马马马马马马马马马马马马马马马马马马 马 LSTAR 马 ESTAR 马马马马马马马马马马马马马马马马马马马马马马 TSTAR 马马马马马马马马马马 STAR 马马马马马马马马马马马马马马马马马马马马马马马马马马马 STAR 马马马马马马 PPP 马马马马马马马马马 第第第 马马马马马 LSTAR ESTAR TSTAR Analysis on STAR Models with Different Switching Functions Abstract: In the recent years,nonlinear time series models are used in economics widely.Especially,STAR models can describe the tracks of many economics variables exactly.In this paper,we analysis on STAR models with different switching functions. Besides LSTAR and ESTAR models,this paper defines Trigonometric STAR models. It studies test procedures,selecting among three kinds of STAR models and application of STAR models. Key words: Nonlinear models; LSTAR; ESTAR; TSTAR 马马马马 马马 马马 马马 马 马马马马 1958.12.21 马马马马马马马 马马 马马马马马马马马马 马马马马马马马马马马马 马马 马马 马马 马 马马马马 1978.08.10 马马马马马马马马马马马 第第 马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马 1 马马马马马马马马马马 马马马马马马马马马马马马马马马马马马马马马马马chaos model马马马马马马马马马switching regime model马马马马马马马马马马马马马马马马马马马马 马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马Markov Switching Regime model,MSR马马马马马马马马马马Transition Autoregressive model,TAR马马马马马马马马马马马马Smooth Transition Autoregressive model,STAR马马马 马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马 马马马马马马马马马马马MSR马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马马 马马马马马马马马TAR马马马 ) 2 ( ≥ k k 马马马马 TAR 马马马 { } ∑ =-- ∈ + + + + = k i i d t t i p t ip t i i t A X I X b X b b X i i 1 1 1 ) ( ε σ 马马 ), , , 2 , 1 ( , ), 1 , ( ~ = ∈ + i i t k i Z p d IID σ ε 马 ij b 马马马马马马 { } i A 马马马马 ) , ( + ∞-∞ 马马马马马马马马 ) , ( 1 + ∞-∞ = ∪ = i k i A 马 j i A A j i...
View Full Document

{[ snackBarMessage ]}

Page1 / 7

具有不同转换函&

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online