SETAR (Model): Statistics, Time Series, Autoregressive -
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High Quality Content by WIKIPEDIA articles! In statistics, Self-Exciting Threshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a regime switching behaviour. Given a time series of data xt, the SETAR model is a tool for understanding and, perhaps, predicting fut ... Full description
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Description
More Information
| Publisher | OmniScriptum |
|---|---|
| Release year | 2026 |
| Cover type | Softcover |
| EAN | 9786131159244 |