[R] SETAR Estimation

Spencer Graves spencer.graves at pdf.com
Thu Jul 28 06:13:48 CEST 2005

	  I just got zero hits from 'RSiteSearch("SETAR")'.  When I Googled for 
"SETAR", I got 219,000 hits, but nothing on the first page looked like 
it might be your SETAR.  Then I Googled for "SETAR Model" and got 
something that suggested "threshold autoregressive ..."  Then and 
'RSiteSearch("threshold autoregressive") produced 6 hits, the first of 
which was for "wle.ar" in package "wle".

	  hope this helps.
	  spencer graves
p.s.  If this does not solve your problem, PLEASE do read the posting 
guide! http://www.R-project.org/posting-guide.html.  It can increase 
your chances of getting a useful reply from this list.

ekhous at po-box.mcgill.ca wrote:

> Dear R-helpers,
> I was wondering if anyone has or knows someone who might have an implementation
> of algorithm for estimating SETAR models including the lag-order. For some
> reason my code gives me a bit wrong results. I am fighting with it for a week
> and cannot bring it down.
> Thanks a million in advance,
> Sincerely,
> Evgueni
> McGill University
> Department of Economics
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Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
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