Essays about: "SETAR model"

Found 1 essay containing the words SETAR model.

  1. 1. Forecast Performance Between SARIMA and SETAR Models: An Application to Ghana Inflation Rate

    University essay from Statistiska institutionen

    Author : ERIC AIDOO; [2011]
    Keywords : Ghana Inflation; SARIMA model; SETAR model; Forecast comparison; CH test; ZA test; KPSS test; HEGY test; Tsay test; Keenan test;

    Abstract : In recent years, many research works such as Tiao and Tsay (1994), Stock and Watson (1999), Chen et al. (2001), Clements and Jeremy (2001), Marcellino (2002), Laurini and Vieira (2005) and others have described the dynamic features of many macroeconomic variables as nonlinear. READ MORE