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.
[EMAIL PROTECTED] 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
[EMAIL PROTECTED]
www.pdf.com http://www.pdf.com
Tel: 408-938-4420
Fax: 408-280-7915
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